I assume that your 100% quant strategy requires high capital because it utilises large stop losses.
If so, you may want to look at brokers offering futures CFDs where you can trade mini-contracts (0.1 of a point) and micro-contracts (0.01 of a point).
Search found 5 matches
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- Mon Jul 28, 2008 5:02 am
- Forum: Testing and Simulation
- Topic: Slip and Commission
- Replies: 23
- Views: 23036
Now, with brokerage costs being lower, I think a $75 c/s figure is fairly accurate, and with more and more markets moving towards electronic execution, the slippage cost should, in theory, decrease as time goes on. Hi, I am curious why there is no mention of a bid/ask spread cost or has it been inc...
Hi levijean, During news and weekends, I will widen my stops in line with the increase in spread. There will be weekends when spreads will jump beyond expectation and trigger my stops prematurely. (Most likely accompanied by slippage!)* An example will be the weekend following the date of your openi...
- Fri May 30, 2008 9:43 am
- Forum: Money Management
- Topic: Advanced money mgmt techniques?
- Replies: 15
- Views: 13565
Hi, I am a spot currency trader with less than 2 years of trading experience. I have a simplistic money management methodology. Having determined the optimal f for a system, I will risk fractional f for every trade. I am finding it hard to improve upon my fixed fractional approach. Am I correct to s...