{
 "schema_version": 1,
 "generated": "2026-10-23",
 "id": "heranliu-alpharesearchos--stress-test-strategy-costs-and-turnover",
 "repo": "heranliu/AlphaResearchOS",
 "repo_url": "https://github.com/heranliu/AlphaResearchOS",
 "repo_slug": "heranliu-alpharesearchos",
 "title": "Stress-test a strategy against trading costs and turnover",
 "page_title": "How to stress-test a strategy against trading costs and turnover with Alpha Research OS",
 "summary": "Check whether a strategy's edge survives higher transaction costs and heavier trading.",
 "who": "A portfolio analyst who has a candidate strategy and needs to know whether its returns depend on cheap trading assumptions.",
 "problem": "A strategy that looks strong at low costs can lose its edge once realistic transaction costs and turnover are applied.",
 "outcome": "A cost and turnover view of the strategy that shows how returns and turnover change as costs rise, next to equal-weight and momentum baselines.",
 "steps": [
  "Run `uv sync --locked` and then `uv run alphaos serve` in the repository folder.",
  "Open http://127.0.0.1:8765 and load a dataset that already has a candidate strategy from a completed research run.",
  "Open the analysis view and check the equity, drawdown, and turnover charts for that strategy.",
  "Change the one-way cost setting and compare the returns with the equal-weight and momentum baselines at each cost level.",
  "Apply an executable turnover constraint if you want to test how a tighter trading limit changes the results."
 ],
 "agent_prompt": "In the AlphaResearchOS workbench, take the strategy named <strategy-name> and rerun its analysis at one-way cost levels of <cost-levels>. Return a table of total return, Sharpe ratio, and average turnover for each cost level and baseline. Verify that the baselines use the same cost setting as the strategy at each level.",
 "agents": [
  "any"
 ],
 "difficulty": "Intermediate",
 "time": "1 hour",
 "basis": "readme",
 "caveat": "The README describes cost and turnover analysis as features, but it does not state the exact cost model used beyond the benchmark's 10 bps and 40 bps one-way settings.",
 "category": "Data and analytics",
 "tags": [
  "Data and analytics"
 ],
 "lang": "python",
 "requirements": [
  "Python 3.11 to 3.13 on macOS, Linux, or Windows through WSL2",
  "The uv package manager",
  "A daily OHLCV CSV with columns date, symbol, open, high, low, close, volume, covering 3 to 100 assets and at least 468 common trading days for default research settings",
  "An authenticated Codex CLI, or an API key and model ID for a DeepSeek, Gemini, Ollama, or custom compatible endpoint"
 ],
 "risk": "none",
 "seen_in_the_wild": false,
 "mentioned_publicly": false,
 "risks": [],
 "best": false,
 "score": 0.8,
 "evidence": [],
 "url": "https://dedupedai.com/use-cases/heranliu-alpharesearchos/stress-test-strategy-costs-and-turnover/",
 "md": "https://dedupedai.com/use-cases/heranliu-alpharesearchos/stress-test-strategy-costs-and-turnover/index.md",
 "disclaimer": "Deduped lists open-source repositories that belong to other people. We do not own, maintain, audit, or vouch for any of them, and a repo appearing here is not an endorsement or a safety check. The use cases, steps, and prompts are written by AI and may be incomplete, outdated, or just wrong. Where a use case is marked \"Seen in the wild\", we link to public posts where someone described something similar, but we have not verified those posts and the use case itself is still our AI's own write-up. Use all of this at your own risk. Only run code, commands, or agents on systems and accounts you are authorized to use, and read the code and every command before you run it, especially anything that touches credentials, files, or the network. Nothing here is professional, security, legal, or financial advice. All trademarks and project names belong to their respective owners, and their use here does not imply affiliation. Content is provided as is, without warranties of any kind. Found a mistake, a safety problem, or something you want removed? Email hello@dedupedai.com and we will look at it promptly.",
 "api": "https://dedupedai.com/api/v1/usecases/heranliu-alpharesearchos--stress-test-strategy-costs-and-turnover.json",
 "api_version": "v1"
}