Calculating Profits and Losses for Algorithmic Trading Strategies: A Short Guide

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Posted by Alumni

May 2, 2025

We present a series of equations that track the total realized and unrealized profits and losses at any time, incorporating the spread. The resulting formalism is ideally suited to evaluate the performance of trading model algorithms. learn more on arXiv

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Calculating Profits and Losses for Algorithmic Trading Strategies: A Short Guide

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