Execution-aware backtests for AI strategies include:

Question

Accepted Answer

Volume participation caps, spread/impact models, and realistic calendars/auctions. — Execution-aware BT: participation caps, spread/impact, real calendars/auctions/halts.

Answer

Fill at mid with infinite size always.

Answer

No latency assumptions needed for HFT claims.

Answer

Ignoring auctions and halts.

Execution-aware backtests for AI strategies include:

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Full Explanation