newbunch's Recent Activity

  1. newbunch replied to the thread Fully automated futures trading.

    IB has a Transaction Cost Analysis report. where you can check the quality of your fills. I keep my own data as well, but IB's TCA is...

    Apr 21, 2024 at 1:50 PM

  2. newbunch replied to the thread Fully automated futures trading.

    The largest test I did (over 3,000 trades) yielded, in terms of spread paid: Patient 56.1% Normal 60.2% Urgent 88.3% Another factor is...

    Apr 18, 2024 at 8:26 PM

  3. newbunch replied to the thread Fully automated futures trading.

    I use IB's Adaptive Algo with Normal speed (after testing the various speed options). I've paid 73.5% of the bid-ask spread over the...

    Apr 18, 2024 at 2:53 PM

  4. newbunch liked R1234's post in the thread SEC fee increasing from $8.00 to $27.80 / million on MAY 22.

    That will hurt me. I'm grinding out smallish returns doing intraday market neutral stuff, lots of portfolio turnover. Every year it's...

    Apr 17, 2024 at 11:16 PM
Show older items