Yuxuan Yan 2c0ca53bd6 Document cost bps as one-way per-trade, not round-trip ...

The simulator charges (cost_bps + slippage_bps) on each fill, so a full
round trip is charged twice. Correct the cost-model doc, the reversal_5d
report, and the report generator to state the rate is one-way per-trade
(~20 bps round trip for 5+5), rather than mislabeling it round-trip.

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>

2026-06-11 21:46:41 +08:00

..

assets

Add 5-day reversal end-to-end pipeline report and repro scripts

2026-06-11 17:40:52 +08:00

portfolio_trading_cost_model.md

Document cost bps as one-way per-trade, not round-trip

2026-06-11 21:46:41 +08:00

reversal_5d_all_universe_pipeline_report.md

Document cost bps as one-way per-trade, not round-trip

2026-06-11 21:46:41 +08:00