Slippage values for robustness tests on Micro E-mini futures?
1 replies
Christopher Simson
1 year ago #284710
Hi, what values for slippage do you use (and the logic/calculation behind it pls) for a robustness slippage test on the following markets please?:
<table dir=”ltr” border=”1″ cellspacing=”0″ cellpadding=”0″ data-sheets-root=”1″><colgroup><col width=”261″ /></colgroup>
<tbody>
<tr>
<td data-sheets-value=”{"1":2,"2":"MNQ / ‘@NM’ – Micro E-mini NASDAQ-100"}”>MNQ / ‘@NM’ – Micro E-mini NASDAQ-100</td>
</tr>
<tr>
<td data-sheets-value=”{"1":2,"2":"MES – Micro E-mini S&P 500"}”>MES – Micro E-mini S&P 500</td>
</tr>
<tr>
<td data-sheets-value=”{"1":2,"2":"M2K – Micro E-mini Russell 2000"}”>M2K – Micro E-mini Russell 2000</td>
</tr>
<tr>
<td data-sheets-value=”{"1":2,"2":"MYM – Micro E-mini Dow"}”>MYM – Micro E-mini Dow</td>
</tr>
<tr>
<td data-sheets-value=”{"1":2,"2":"MGC – Micro Gold"}”>MGC – Micro Gold</td>
</tr>
<tr>
<td data-sheets-value=”{"1":2,"2":"SIL – Micro Silver"}”>SIL – Micro Silver</td>
</tr>
<tr>
<td data-sheets-value=”{"1":2,"2":"PAM – Micro Palladium"}”>PAM – Micro Palladium</td>
</tr>
<tr>
<td data-sheets-value=”{"1":2,"2":"M6E – Micro EUR/USD"}”>M6E – Micro EUR/USD</td>
</tr>
<tr>
<td data-sheets-value=”{"1":2,"2":"M6A – Micro AUD/USD"}”>M6A – Micro AUD/USD</td>
</tr>
<tr>
<td data-sheets-value=”{"1":2,"2":"M6B – Micro GBP/USD"}”>M6B – Micro GBP/USD</td>
</tr>
<tr>
<td data-sheets-value=”{"1":2,"2":"MJY – Micro JPY/USD"}”>MJY – Micro JPY/USD</td>
</tr>
<tr>
<td data-sheets-value=”{"1":2,"2":"MSF – Micro CHF/USD"}”>MSF – Micro CHF/USD</td>
</tr>
<tr>
<td data-sheets-value=”{"1":2,"2":"MCD – Micro CAD/USD"}”>MCD – Micro CAD/USD</td>
</tr>
<tr>
<td data-sheets-value=”{"1":2,"2":"MIR – Micro INR/USD"}”>MIR – Micro INR/USD</td>
</tr>
</tbody>
</table>
Thanks,
Chris
Christopher Simson
1 year ago #284711
Hi, what values for slippage do you use (and the logic/calculation behind it pls) for a robustness slippage test on the following markets please?:
MNQ / ‘@NM’ – Micro E-mini NASDAQ-100
MES – Micro E-mini S&P 500
M2K – Micro E-mini Russell 2000
MYM – Micro E-mini Dow
MGC – Micro Gold
SIL – Micro Silver
PAM – Micro Palladium
M6E – Micro EUR/USD
M6A – Micro AUD/USD
M6B – Micro GBP/USD
MJY – Micro JPY/USD
MSF – Micro CHF/USD
MCD – Micro CAD/USD
MIR – Micro INR/USD
Thanks,
Chris
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