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Even if you could, do you think you'd really be trading the QQQ's ?
--- In amibroker@xxxxxxxxxxxxxxx, "Graham" <gkavanag@xxxx> wrote:
> 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@xxxx> [mailto:fctonetti@x...]
> 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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