Q6: Delaney Mackenzie – Your Quantitative Trading Questions Answered
Chat With Traders
00:00
How to Measure Capacity and Scalability of a Strategy
The capacity of a strategy like how scalable is it? Can it be traded on, you know, $100 million a capital or you just trading it on a $10,000 account? Is there any way to actually measure the capacity and the scalability of a strategy some way? I think you can get a pretty good idea for capital capacity. It's not as you know Hard to model as other things. Okay, very good Are signals from price getting harder and harder to find because everyone seems to be trading from it How do you want to tackle that one?
Transcript
Play full episode
