Poll: commissions

Discussion in 'Strategy Building' started by jrkob, May 19, 2004.

  1. jrkob


    On average, how much of your PnL do commissions represent? Please mention how long you stay in position.

    In my case, around 10%. I keep a position on average for 1 day.
  2. In my case, around 99%. I keep a position on average for 1 minute.
  3. i trade index futures.
    commish for this year is roughly 22% of gross trading profits.
    17% last year.

    i lease an IOM on the CME for 1800 a month which brings down CME commish alot.
    3/4ths of my volume is CME
    1/4th is on LIffe and Eurex where i pay customer rates.

    i'm in trades no longer than a few minutes. usually less than a minute.