Discussion of this presentation, and custom slippage model for you to test with, can be found at https://www.quantopian.com/posts/custom-slippage-modeling-transaction-costs-for-algorithmic-strategies
If you're interested in learning more about modeling transaction costs, we've scheduled a webinar with Tom for June 26 at 2PM EDT. The webinar will be a Q&A based on this presentation. Bring your modeling questions to the webinar, and Tom will answer any questions you have. Please RSVP at https://attendee.gotowebinar.com/register/3673417022478449920 .