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Hi all,
I was planning to run some backtests on MF data, but I've
never traded them before, so was hoping people who trade
them (Fred?) could offer some insights on some basic
questions -
1. What are the good measures to identify liquidity and
market cap of a MF?
2. Are there any funds that are more advantageous to trade
than others? Are the any gotchas in some, which should be
avoided?
3. Any market signal better than others to identify market
trend when it comes to MF's, i.e. is RUT better than SPX or
does it not matter much? Any others that work better according
to market cap or type of the fund?
4. Using 0.1% as commission in backtests is realistic,
since there's no slippage involved, is that right?
5. Is it reasonable to run tests with zero delay, with the
assumption that market trend and other external conditions
could calculated a few minutes before the close, and then
trade could be entered just in time?
6. Are there any sites, books, etc. that talk about MF trading
techniques?
Thanks in advance.
Jitu
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