quant-ai / src /execution /__init__.py
Ypeng12's picture
feat: 10/10 HRT style point-in-time alpha research platform, purged walk-forward CV, risk parity & test suite
b54319d
Raw
History Blame Contribute Delete
299 Bytes
"""
Quant.ai Execution Module
Implements Transaction Cost Modeling, Slippage, and Implementation Shortfall (IS) decomposition.
"""
from .implementation_shortfall import TransactionCostModel, ImplementationShortfallDecomposer
__all__ = ["TransactionCostModel", "ImplementationShortfallDecomposer"]