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Does the Internet Increase Trading? Evidence from Investor Behavior in 401(K) Plans
Andrew Metrick / David Laibson / James J. Choi
quantitative tradingResource overview

Does the Internet Increase Trading? Evidence from Investor Behavior in 401(K) Plans

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by Andrew Metrick, David Laibson, James J. Choi

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quantitative trading

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Suggested foundations for trading research and honest backtests. Specialist prerequisites vary by paper.

Before you read

  1. Point-in-Time Data

    Use only information available at the simulated decision time.

  2. Time-Ordered Train, Validation and Test Design

    Separate model selection from the final evaluation.

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  1. Positions, Trades, Fills and P&L

    Reconcile signals, executions, positions and P&L.

  2. Financing, Borrow and Transaction Costs

    Include the costs that can erase a paper strategy.

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