Systematic Trading research and development, with a flavour of Trend Following
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Entries Tagged as 'slippage'

Execution: Benefits of Algorithmic Trading for CTAs

July 25th, 2011 · No Comments · Software

Recently, Man AHL, a “Trend Following Wizard”, announced in this press release some of the benefits from their “hard work to increase trade efficiency”: In the past two years, the Asia desk has reduced Asian trading costs by more than 20%, and 98 per cent of regional trading can now be processed electronically […]. We […]

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Slippage: Are your back-testing results realistic?

May 10th, 2010 · 11 Comments · Backtest

Slippage can make or break your trading system. Hard to believe? Read on and check the tests and charts further below… We recently talked about some data pitfalls that can affect your trading and testing of mechanical systems. Slippage was not mentioned. However, this is a critical piece of data to integrate in your back-testing […]

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