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Avi-L
/
crypto-quant-eval
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ml-intern
crypto
finance
backtesting
evaluation
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crypto-quant-eval
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crypto_eval
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costs.py
Commit History
Oct 25
Today
11:15
FIX slippage: k*sigma_daily*sqrt(Q/ADV), realized vol from data
Avi-L
Verified signature
70bf7eb
Oct 23
2 days ago
16:48
fee/slippage/funding cost models
Avi-L
Verified signature
25f1782
