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How much sllipage value is rasoable for EUR/USD trading strategy?

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 Marcus Adriao, Engineer in Eletrobrás

 Tuesday, July 30, 2013

How much sllipage value is rasoable for EUR/USD trading strategy?


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5 comments on article "How much sllipage value is rasoable for EUR/USD trading strategy?"

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 private private,

 Monday, August 5, 2013



Agree with the above gents - 1 pip in normal market conditions. U can also use sites that get direct citi feed and monitor it real time yourself. .


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 Marc Verleysen, founder at TSA-Europe -systematic trading

 Tuesday, August 6, 2013



Indeed, depending on the order type as Bjanri pointed out.

We have run a test on a relative high frequency model (5 minute data analysis) and ended up between 0.5 and 0.6 pips on a round turn trip

We use FIX 4.4 for automated execution

regards


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 Marcus Adriao, Engineer in Eletrobrás

 Friday, August 9, 2013



And what about brokerage?


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 Marc Verleysen, founder at TSA-Europe -systematic trading

 Friday, August 9, 2013



brokerage is negotiable and depends on your turnover.

You should be able to get served at less than $ 20 per $ 1 million turnover

regards


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  ,

 Friday, August 9, 2013



1 tick minimum

News Events: 3 ticks

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