ARTICLE SYNOPSIS...Frictional Costs In Futures Trading by Jesse Wolff If we could trade in a perfect, cost-free world, there would be many more systems that would exhibit profitable return profiles. But we don't. So what can we do about frictional costs? The futures mark
ARTICLE SYNOPSIS...Deciding on the use of particular moving averages (MA) depend on several factors, but there is definitely a trade-off between choosing a short-term over a longer-term MA, and vice versa.