Join us for our next webinar with Quantopian’s own quantitative trader Dr. Michele Goe, “What Are Transaction Costs and How Do They Impact Your Algorithm’s Performance?”
Register for the webinar here!
What Are Transaction Costs and How Do They Impact Your Algorithm’s Performance?
In this webinar, Dr. Michele Goe, quantitative trader at Quantopian, explores the attributes of an order that influence transaction costs, based on published market impact model research and own experience, gained from executing and analyzing Quantopian’s trading. In addition we explore the impact of turnover rate, transaction costs, and leverage on strategy performance. Finally, we become familiar with how the Quantopian trading team thinks about and measures transaction costs.
About the Speaker: Dr. Michele Goe
Dr. Michele Goe is a Quantitative Trader at Quantopian. Prior to joining the firm in 2017, Michele held a Post-doctoral Research role at the Rochester Institute of Technology for 2 years. While there, she developed geospatially explicit nonlinear optimization models, which were utilized to estimate the environmental and human health impacts of renewable energy adoption scenarios. Michele has worked as an engineer for leading design and manufacturing consumer product teams such as at Bose, Apple, and at General Motors. Dr. Goe has earned her Doctorate in Sustainability from the Rochester Institute of Technology, a Master’s in Manufacturing Engineering, and B.S. in Mechanical Engineering from the University of Michigan.
We hope you can join us.