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Robert W Cummings wrote:
> Bonds seemed to have the least slippage of any futures market
> I've traded...
hmmmm....consider BONDS at 125 and S&P at 1250 for simplicity:
in bonds 1 tick slip is $31.25
in S&P 1 tick slip is $ 25 = LESS (if it would be 1 tick only)
in bonds 1 tick slip 125.00 -> 125.03125 = 0.025%
in S&P 1 tick slip 1250.00 1250.10 = 0.008%
~~~~~~~~~~~~~
to have more slip in S&P than in bonds you must have more than 3 ticks slip on
average......do you ?
rgds hans
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