Search found 2 matches

by rish
Mon Jan 05, 2015 11:23 am
Forum: Testing and Simulation
Topic: Slippage and Roll Slippage in Futures
Replies: 2
Views: 5261

Re: Slippage and Roll Slippage in Futures

Thats great thank you.
by rish
Wed Nov 12, 2014 10:52 am
Forum: Testing and Simulation
Topic: Slippage and Roll Slippage in Futures
Replies: 2
Views: 5261

Slippage and Roll Slippage in Futures

Hi, I was wondering if people minded sharing what they felt were realistic figures to have in for slippage(%) and roll slippage(% of ATR) based on futures trading experience? Obviously conservative testing figures would be 100% for both but curious as to what can realistically be achieved. Thanks in...