How much should I think about commission and liquidity costs?

Discussion in 'Options' started by Martinsos, Apr 5, 2016.

  1. OptionGuru

    OptionGuru




    • How did you come up with that?
    • And why is it so important to set a profit target 10x the commission and the bid/ask spread?


    EDIT:

    • BMO Investorline open and close 1 contract will be $22.40.
    • IB open and close 1 contract will be about $2.00.
    • Throw in 20 cents for bid/ask spread.

    The IB traders profit target should be $22.00, but the BMO Investorline traders profit target should be $226.00?

    Makes no sense to me.




    :)
     
    Last edited: Apr 5, 2016
    #21     Apr 5, 2016
  2. Visaria

    Visaria

    Go back and read my post. I said very clearly in BIG letters....MINIMUM profit target.

    The reason why i say 10x is that over time costs add up and you must make enough to cover them. 10x is just a rule of thumb.

    Note again, that word MINIMUM. Your profit targets should be way, way more than this.
     
    #22     Apr 5, 2016
  3. OptionGuru

    OptionGuru




    I'm well aware of the word MINIMUM, and it makes no difference to my inquiry about your post. I will reword my example:

    • BMO Investorline open and close 1 contract will be $22.40.
    • IB open and close 1 contract will be about $2.00.
    • Throw in 20 cents for bid/ask spread.

    The IB traders MINIMUM profit target should be $22.00, but the BMO Investorline traders MINIMUM profit target should be $226.00?

    Why should the BMO Investorline trader require a MINIMUM profit target significantly higher than the IB trader?


    :)
     
    #23     Apr 5, 2016
  4. Visaria

    Visaria

    Simply because he has higher costs. Assume both traders do 10 trades. Some will win and some will lose. Either way, costs are paid. In order to recoup these higher costs over a number of trades, BMO trader will require an higher minimum profit target than IB trader.

    :)
     
    #24     Apr 5, 2016
  5. Buy1Sell2

    Buy1Sell2

    There is no slippage more often than not in ES
     
    #25     Apr 5, 2016
  6. Handle123

    Handle123

    In ES, I have noticed more slippage this year than other years on entry stops, so much now I don't even use stop limits as I don't want to show how much I am trying to get in, and I have cut back volume to boot as I am not averaging down as much as I use to be doing manually. And not cause averaging down doesn't work cause it does for me, but more of what I am doing is being automated, I am finding where I am trying to get in, price takes off 3-4 ticks and I am not going to chase it. I don't use protective stops so I don't cause my own slippage. What I do find interesting, all those who only harp of getting in in S/R, before I had to give a tick to get in, much less so now.

    One thing always in back of my mind, as we go forward, those who traded through floor trading which was a different kind of trading of actually studying price charts, more and more don't study charts and just do programming,, some things that has worked before might stop working. When trading Big S&P500 and calling down to the floor, just day session hours, certain times of the day were important, now it is just major economic reports. Use to be huge what were the numbers on T-Bills and now....

    I even remember a time the number one thing to day trade was Pork Bellies and T-Bills and now they been delisted.

    <<IB open and close 1 contract will be about $2.00.>>

    Is that per side?
     
    #26     Apr 5, 2016
  7. hoodyap

    hoodyap

    What trading platform or broker u guys getting from? Ur commission is very low!!!
     
    #27     Apr 5, 2016
  8. Visaria

    Visaria

    I was slipped for a whole point last week on ES on IB platform
     
    #28     Apr 6, 2016
  9. What sort of a "guru" are you if you ask questions like this?
     
    #29     Apr 6, 2016
    Visaria likes this.
  10. Buy1Sell2

    Buy1Sell2

    It's never happened to me. I have never had more than .25 pt slippage. Generally the market is so thick, there is none.
     
    #30     Apr 6, 2016