You are in luck, I happened to have researched this myself a few years ago. Here's all the info I found:...
Yes, I can do larger trades and for shorter timeframes, but the main problem is still trying to beat the bid/ask spread. I have done live trading...
Sig - Thanks, that is good to know. I will try some limit orders with SPY and some with ES and see how they compare.
Also, I looked at my Interactive Brokers statement for both SPY and ESH7 and the commission was the same ($2) for each of them ($100,000 trade).
Yes, I did that in Multicharts after some of the answers here were not very clear to me, and SPY and ESH7 moved about the same. So, for short term...
I am using machine learning (quant) strategies that enter almost every minute, and in backtesting (on unseen data) they consistently make around...
I am trading around $100,000 per trade, and am generally in the trade for 1-2 minutes. And yes, I know I can use limit orders to get a rebate from...
I have some automated strategies for SPY that make around $5 per trade, so they don't make money after trading fees. I am just trying to figure...
I am still confused about the bid/ask spread size when comparing them. If I want to buy $100,000 of SPY, that is roughly 500 shares, so I lose $5...
I have traded SPY for many years (intraday trading only), and people always say I should trade E-Mini S&P minis instead. I am aware of the various...
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