Cost of execution for trading agents: a 30-day plan
Measure spread, commission and slippage in live order logs, then use a 30-day plan to estimate all-in execution cost at target size before scaling an agent.
Read articleTagged: trading execution costs
Execution costs for trading agents: spread, fees and slippage
Model spread, commission and slippage by instrument, order type and size. Build realistic execution costs into an unattended trading agent before live…
Read article
Backtesting versus forward testing for agent strategies
Compare backtesting versus forward testing by data, execution cost and signal drift. Use practical benchmarks to judge when an unattended agent is ready.
Read article
Measuring execution costs for an unattended trading agent
Measure execution costs for agents by separating spread, commission and slippage, then benchmark fills against quotes, order size and market conditions.
Read article