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    Quant Research for seeking alpha: Join our journal reading group if you're interested!

    @reformedchristian453 w.r.t these strategies, i. How do you take care of broker fees / transaction fees ? For intraday strategies, broker fees eats up entirety of my profits. ii. What timeframe do you look at ? Based on the papers you linked, my guess is that you are looking at 1D prices...
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