e.g., if you require a million dollars of daily dollar volume yourtrading friction might be only .4% round trip, but if you are allowingstocks of $75k daily dollar volume you might want to simulate with 1.5% or even 2%.Run both of those tests and see which one gives the better returns after friction.This depends very much on your position size. With positions of $10K, a daily dollar volume of $75K should be alright. With smaller positions you should be able to trade any stock that is listed on a major exchange without too much trouble. With $100K positions you might want to set a $500K daily dollar volume minimum.Elan
Best Of |
Favorites & Replies |
Start a New Board |
My Fool |
BATS data provided in real-time. NYSE, NASDAQ and NYSEMKT data delayed 15 minutes.
Real-Time prices provided by BATS. Market data provided by Interactive Data.
Company fundamental data provided by Morningstar<