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Subject:
Re: S&P slippage
From:
John Dundee <jdundee@xxxxxxxxxxxxxxx>
Traded the S&P full time almost three years. Watched it change radically in this
time as the daily range expanded almost 3 times what it was three years ago.
Moved to the more liquid orderly bond market, cut stress, make more money, no
slippage, able to limit risk to a couple of ticks, no major noise, filled where
I expect to be and added peace and joy to my daily work again.
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This is very helpful information. I have developed a few trading systems over the years,
only to find out they didn't work because slippage and commission were too high. I am
hoping that since the S&P is the most liquid market in the world, I will not have this
problem again. But if I do, I think I can adapt my system to the bond market, if it is
in fact more "civil", and slippage and commissions are not as big a factor.
Thanks again Jack for this nugget of wisdom,
Troy
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