Frictional Costs In Futures Trading by Jesse Wolff
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
AUTHOR: Jesse WolffDATE: APR 2002
Moving Averages And Opportunity Costs
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.
AUTHOR: Fawad RazaqzadaDATE: DEC 2019