References — OHLCVhttps://ohlcv.io/tags/references/Quant trading research and writingHugoen-auWed, 27 May 2026 23:43:46 +1000Referenceshttps://ohlcv.io/posts/backtesting-pitfalls/99-references/Thu, 12 Feb 2026 00:00:00 +1100https://ohlcv.io/posts/backtesting-pitfalls/99-references/1. Almgren, R., & Chriss, N. (1999). Optimal execution of portfolio transactions. Journal of Risk, 3(2), 5--39.