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