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Add slippage and R^2#12

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keo wants to merge 17 commits intoathon-millane:mainfrom
keo:main
Closed

Add slippage and R^2#12
keo wants to merge 17 commits intoathon-millane:mainfrom
keo:main

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@keo keo commented May 17, 2025

  • Getting first strategies working
  • First 2 strategies completed backtest - metrics need work
  • We now have backtests and tearsheets. Metrics still sus
  • We now have backtests and tearsheets. Metrics good now, hopefully
  • Add markdown descriptions
  • Vectorise our backtesting 🚀
  • Almost have a contribution framework working
  • add slippage
  • add r^2 to results and linear regression to equity curve

@keo keo closed this May 17, 2025
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