Please check out the performance stats

Discussion in 'Trading' started by Splat, Nov 17, 2002.

  1. Splat

    Splat

    Hi, I was wondering if someone could please check out the
    stats for the following strategy. Tests are on the last 1 month
    of 1 min data on 600 shares allowing for transaction costs of
    $24 roundtrip. No slippage is taken account of. Could someone
    please comment on how much slippage I could potentially
    get on lot of 600 shares?

    First is the SPX500 index. The NDX is enclosed in the next email.

    Regards,

    Splat
     
    • spx.jpg
      File size:
      35 KB
      Views:
      80
  2. Splat

    Splat

    This is the NDX:
     
    • ndx.jpg
      File size:
      35.2 KB
      Views:
      58