--parameters '{"fast_period": 10, "slow_period": 20}' ...
Universe: SPY, QQQ, IWM, EFA, TLT, IEF, GLD, SLV, USO, BTC-USD, DBA, VNQ. Monthly rebalance. Almgren-Chriss cost model with spread, temporary impact, permanent impact ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results