Transaction Cost Analysis with QuestDB and Polars: VWAP, Slippage and Markout

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Transaction Cost Analysis with QuestDB and Polars: VWAP, Slippage and Markout 图片 1

A transaction cost analysis pipeline on live market data: VWAP, arrival slippage and markout curves in QuestDB SQL, with Polars via ConnectorX on top.

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