top1_every_5_days_p05_cost15bp.yaml 189 B

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  1. name: top1_every_5_days_p05_cost15bp
  2. top_n: 1
  3. rebalance_frequency: every_5_days
  4. commission_bps: 7.5
  5. slippage_bps: 7.5
  6. cash_return: 0.0
  7. risk_penalty_multiplier: 0.5
  8. start_date: "2019-12-31"