I have some very basic questions.
I trade futures and options on futures on CME and have been using IB as my broker. I have had a decent performance for a while (Sharpe of 2.8 etc.), but transaction costs is a critical element of my strategy, and reducing that can help my realized performance more. I have been happy with IB, but exploring ideas to see how to reduce my transactions further.
My focus in on commodities.
I have a few hypothetical questions. Right now I am trading 1k-5k…