Flirting with Models cover image

Doug Greenig - At the Frontier of Trend Following

Flirting with Models

00:00

How to Measure Capacity and Trading Costs in Difficult Markets

We have a dedicated trading team of three guys who are all experienced execution traders. So we're continuously gathering data as we execute trades on the width of bid-off for spreads, and so forth. And by the way, our trading isn't always as predictable as you would think. We dropped Australian power at one point early on simply because the liquidity conditions were too variable in our view. It just wasn't worth the trouble.

Transcript
Play full episode

The AI-powered Podcast Player

Save insights by tapping your headphones, chat with episodes, discover the best highlights - and more!
App store bannerPlay store banner
Get the app