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Fred Gordon

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Posts: 481

Joined: 10/11/2012
Location: Fayetteville, Ga

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Subject : RE: IB Slippage Data By Order Size and Trade Type
Posted : 3/29/2013 3:17 PM
Post #25070 - In reply to #25063
Great format for data history. Since, for now, your trades are mostly @Market, have you thought about checking slippage without rounding the # of shares for each position? Not sure it would make a difference but the trades may be more quickly placed by the brokerage thereby transacting closer to the managing strat's price.


[Edited by Fred Gordon on 4/1/2013 4:12 AM]

Deleting message 25070 : RE: IB Slippage Data By Order Size and Trade Type


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