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Synthetic Book

  #5 (permalink)

Como, Italy
Trading Experience: Advanced
Platform: Tradestation, IB
Broker/Data: Tradestation, IB
Favorite Futures: ES
Posts: 160 since Aug 2014
Thanks: 238 given, 231 received

Wikmar View Post
@montanajtt ; could you please share here what you find (threads, etc)?

Thank you

Hi Wikmar,

sure, I'm still in the developing process regarding automating a spread trading strategy. It will take some time to get some result and when it's time I think that make it run on a synthetic spread book instead two or three books may be more efficient in terms of execution.
But since it's not something I plan to do today I'm just collecting some general opinions and info without going too deep.

I will share any info I get.

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