Forums  > Basics  > Measuring Impact of trading Futures  
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Total Posts: 436
Joined: Jul 2006
Posted: 2018-12-03 18:23

IS there a basic paper which decribes how I can measure expected impact of trading futures intraday?

For instance want to measure the expected cost of trading say n ES futures over say 30 sec or 1 min?


Total Posts: 188
Joined: Jul 2013
Posted: 2019-05-06 01:10
Google is your friend it is called transaction cost analysis/modeling

"amicus Plato sed magis amica Veritas"


Total Posts: 1578
Joined: Jun 2004
Posted: 2019-05-06 03:08

“My dear, here we must run as fast as we can, just to stay in place. And if you wish to go anywhere you must run twice as fast as that.”
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