Calculating Profits and Losses for Algorithmic Trading Strategies: A Short Guide
We present a series of equations that track the total realized and unrealized profits and losses at any time, incorporating the spread. The resulting formalism is ideally suited to evaluate the performance of trading model algorithms.
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| Format: | Artikel |
| Sprache: | eng |
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| Zusammenfassung: | We present a series of equations that track the total realized and unrealized
profits and losses at any time, incorporating the spread. The resulting
formalism is ideally suited to evaluate the performance of trading model
algorithms. |
|---|---|
| DOI: | 10.48550/arxiv.2411.14068 |