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Search: Posts Made By: Cutloss
Forum: Emini and Emicro Index June 7th, 2021, 02:12 AM
Replies: 40
Views: 13,335
Posted By Cutloss
The optimus example completely cherry picks a...

The optimus example completely cherry picks a couple pairs trades with look ahead bias in order to make it appear that pairs trading with double the fees doubkencommissuons is as easy as well looking...
Forum: Emini and Emicro Index June 6th, 2021, 01:59 PM
Replies: 40
Views: 13,335
Posted By Cutloss
excellent point.. this is why hft budgets for...

excellent point.. this is why hft budgets for technology and mathematicians are in teh tens of millions per year!!
Forum: Emini and Emicro Index June 3rd, 2021, 12:44 PM
Replies: 40
Views: 13,335
Posted By Cutloss
show me a pairs trade and ill show u twice the...

show me a pairs trade and ill show u twice the slippage n twice the commission then ill show you where hft eat your lunch!

wait until you keep adding and they keep diverging! oh boy..double triple...
Showing results 1 to 3 of 3

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