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DarkPoolTrading
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Traders Hideout
March 9th, 2013, 01:06 AM
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How large should transaction costs be for backtesting futures?
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Posted By
DarkPoolTrading
Im confused. You have to pay to get into and out...
Im confused. You have to pay to get into and out of every single trade. No exceptions (that im aware of?). Therefore by not taking this cost into account in back testing, you are removing a certainty...
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March 9th, 2013, 01:06 AM
