Recent content by du$t

Hi guys, My question concerns market cap and the risk of holding a short position in equities/ETFs in AMEX, NYSE, and NASDAQ across all sectors/industries (excluding healthcare) overnight. If you want the TL&DR, please skip to the end. I conducted a study using historical end of day stock...

@tomorton: it is relatively simple to simulate the effect of drag from transaction costs and things like slippage from trading larger amounts (I touched upon this in my original post). I have tested the opening and closing codes in depth using actual cash. The main reason I do not want to...

Thanks guys Thanks for the advice guys, I really appreciate it and this knowledge will be a big help moving forward.

I am a Physics PhD graduate (United States based) currently employed as a data scientist. During my time in graduate school, I published more than 90-95% of other graduates. My thesis focused on theoretical modeling and computational simulation, so the development and simulation/backtesting of...