RE: [amibroker] Russel 2000 / Mutual Fund trading problem

[Chuck Rademacher <chuck@xxxxxxxx>]

Let me try approaching this a slightly different way.

Do any of you have experience trading the Russell 2000 ETF (ticker = IWM)
around closing time?

How far apart is the bid/offer?   What kind of size on the
bid/offer?

Any other comments?

I'm primarily trying to determine a slippage factor to use for
backtesting.

The system I described in my original email seems to work exactly the
same on the ETF as it does on the index.  Of course, I will have to
adjust for slippage that I wouldn't have with ProFunds.

Thanks



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