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3 votes
Accepted

Stock split and fractional shares

It is not possible to buy a fraction of one share on exchanges (or on any trading facility). Brokers are offering this by (somehow) pulling all the fractional buy or sell to achieve one full buy or ...
lehalle's user avatar
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1 vote

Marginal effect of asset in a strategy

Before answering, let me be sure that the way you select your tradable pool of instruments does not embeds a look-ahead bias: the thresholds you apply at day $d$ should only involve data available ...
lehalle's user avatar
  • 12.2k

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