Optimization with Transaction Costs
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01. intro
02. exercise
03. barra data
04. time offsets
05. holdings in dollars
06. scaling alpha factor
07. Transaction Costs
08. Transaction cost formula
09. Linear Transaction cost model
10. Optimization without constraints
11. Risk Factor Matrix
12. Avoid N by N matrix
13. risk aversion parameter
14. objective function, gradient and optimizer
15. outro
16. ML for Trading interview
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13. risk aversion parameter
M8l2 16 Risk Aversion V1
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