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Could you really trade $50m in a single trade? I guess those markets
must really be extremely liquid. Outside of my comprehension I am
afraid. I cannot even conceive a trade of that size. I bet the broker
would love it though, retire on the fees of one trade alone, you might
run out of brokers before you get there :)
Cheers,
Graham
-----Original Message-----
From: Fred <fctonetti@xxxxxxxxx> [mailto:fctonetti@xxxxxxxxx]
Sent: Wednesday, 5 February 2003 9:46 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: NDX / QQQ-Can itbe traded? !!!!
Al,
Maybe when I get to $50mm I'd agree with you, but to limit position
sizes produces unrealistic results if in no other way then it will
greatly reduce DD's unless the Max DD's occured near the beginning of
time and will make the system more properly resemble how futures
traders trade.
All the trade dates and prices are there so if this is in your
interest feel free to cut and paste to Excel and do your own calcs.
Fred
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