I am new to automated trading and want to create a high frequency (at least 50-70 turns a day) using an ECN that will deliver 3 year backtested results of >2% a month and max drawdowns of <3% per month?? Using all the major pairs and making some assumptions on transaction costs (i.e. the returns are net)
- #2
- Jun 21, 2008 12:57pm Jun 21, 2008 12:57pm
- Joined Feb 2006 | Status: Blah blah blah | 1,410 Posts
The breaking of a wave cannot explain the whole sea.
- #5
- Jun 21, 2008 3:26pm Jun 21, 2008 3:26pm
- Joined Feb 2006 | Status: Blah blah blah | 1,410 Posts
The breaking of a wave cannot explain the whole sea.
- #6
- Jun 21, 2008 4:32pm Jun 21, 2008 4:32pm
- Joined Feb 2006 | Status: Blah blah blah | 1,410 Posts
The breaking of a wave cannot explain the whole sea.
- #7
- Jun 21, 2008 4:34pm Jun 21, 2008 4:34pm
- Joined Feb 2006 | Status: Blah blah blah | 1,410 Posts
The breaking of a wave cannot explain the whole sea.
- #8
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