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Don't Miss our New Webinar on Jan. 25th at 11am EST

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.

Register here!

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.


The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.

4 responses

Thanks for a great webinar! Any chance to get the notebook? Could fit in under 'Lectures'...

Hi Andrew, we are hoping to post the notebook this week. Apologies for the delay here. We'll notify all webinar registrants once it is up!

Awesome, thanks Paige!

+1 on the notebook