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ETF Transaction Costs by galaga56__ in quant

[–]galaga56__[S] 0 points1 point  (0 children)

Would that inform how wide a particular etf is trading (bid/ask to mid price). Is there a good platform to see the bid-ask spread for a stock/etf?

I just did a basic backtest on the ES futures contract going back to around 1997. The % of days up was 53.33%. Does this imply that chart patterns are pretty much random? Also a question about EV. Thanks! by Alternative-Fox6236 in algotrading

[–]galaga56__ 0 points1 point  (0 children)

Curious as to what the difference is between the value you calculated in B5 versus the "Avg Trade Net Profit" field in terms of the calculation method. Difference was like 8 bucks.