uptick rule and automated trading

Discussion in 'Automated Trading' started by emk662, Dec 31, 2002.

  1. emk662

    emk662

    Our model development has almost finished. However, we are concerned about the execution. Since our margin for each trade is very thin, the commission is very important. We do $200,000 per trade on a single stock.
     
    #11     Jan 2, 2003
  2. might need to adjust for some slippage with that #
     
    #12     Jan 8, 2003
  3. omcate

    omcate

    Uptick rule does not apply to ETF's like QQQ, SPY and DIA.
     
    #13     Jan 8, 2003