3 ms·
This is assuming no trading fees and highly liquid exchanges with low spreads, otherwise the profit from these micro-movements could be eaten up. I see no probl
by anjc 8y ago
This is assuming no trading fees and highly liquid exchanges with low spreads, otherwise the profit from these micro-movements could be eaten up. I see no problem with automatic trading over periods of hours if you're getting >60% accuracy.
- nanis 8y ago> no problem with automatic trading over periods of hours if you're getting >60% accuracy. They a look at the sampling distribution of your projected P/L assuming each trade is an independent Bernoulli trial with success probability 60%.