Dominik Roth b615920843 fix: realistic transaction costs, colorbar layout, equity curve clipping ...

- Costs updated to evidence-based values (SEC small-cap liquidity study 2013,
  Nasdaq spread data 2021, AQR Trading Costs paper 2018):
  large ~0.2% RT, mid ~0.5%, small ~1.5%, micro ~5%
- Micro-cap note: Alpaca does not allow new OTC/Pink Sheet positions;
  most micro-cap signals are untradeable; at realistic 5% RT, micro-cap
  destroys capital (-36% to -81% excess return)
- db.py: get_cached_market_caps returns already_fetched set including null
  rows, preventing repeated yfinance re-queries for known-missing tickers
- plot_hp_heatmap: colorbar in dedicated axes (right margin), no overlap
- plot_equity_curves: two-pass approach clips all curves to min end date
- README: updated cost table, shortened insidercopytrading.com section

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>

2026-05-27 14:23:13 +02:00

97 KiB

1485x882px

Raw Permalink History