Sizing Strategies for Algorithmic Trading in Volatile Markets: A Study of Backtesting and Risk Mitigation Analysis
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-CMP-2023-10-30 (Computational Economics)
- NEP-MST-2023-10-30 (Market Microstructure)
- NEP-RMG-2023-10-30 (Risk Management)
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