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Date/Time: Thu, 19 Sep 2024 00:15:50 +0000

Post From: Backtest results are radically different from live trading results

[2022-02-24 23:14:24] Link To Thread - Link To Post [Go To First Post]
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Certainly! Adding one last bit of context, according to the CFTC in 2019 fully 50%-90% of trades were automated — the number is likely even slightly higher now. See page 7’s “Exhibit 2: Share Of Automated Futures & Options Transactions”: https://www.cftc.gov/sites/default/files/2019-03/automatedordersreport032719.pdf This is why it is so important to lower your algo’s reaction time. If everyone else can react to market data every 2 millis and it takes yours 100 millis you can’t compete on short-term strategies. Good luck with your trading!