The Traderszone Network

Published in TZ Latest News 15 April, 2017 by The TZ Newswire Staff

minimizing commissions

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…

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