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Yuki,
Agreed ...
--- In amibroker@xxxxxxxxxxxxxxx, Yuki Taga <yukitaga@xxxx> wrote:
> Hi Fred,
>
> Ffyc> Again for the most part no argument ... but for example a
> Ffyc> system designed to trade NDX and/or QQQ's on a purely end of
> Ffyc> day basis could be used to trade the corresponding MF's at
> Ffyc> Profunds, Rydex and/or Potomac where individually or
> Ffyc> collectively one would have no trouble swinging seven figure
> Ffyc> trades. What happens once one gets into the middle eight
> Ffyc> figures I have no idea but I'd be happy to have and deal with
> Ffyc> the problem.
>
> Again, I think you need to focus on position size in terms of share
> amounts relative to each market (each issue) being traded. The
> currency amount is really rather meaningless, but the amount of
> shares -- considered as a percentage of the daily volume average --
> becomes very significant once you pass a certain threshold. And
when
> you consider the share volume, you have to consider the lower volume
> days very carefully. Just how low do they go? Because that is when
> you might be trying to move a large position.
>
> You need a 'no ripples on the pond' type of volume to have a
> meaningful system, I think.
>
> Best,
>
> Yuki
>
> mailto:yukitaga@x...
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