
Q6: Delaney Mackenzie – Your Quantitative Trading Questions Answered
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How to Set Tolerance Before Trading
Set tolerance before you actually go live with a strategy I was going to add that one if you didn't mention that because I think that's really important Um, you know once you're live trading Strategy it's very easy for your emotions to get in the way Just as it would be if you were to put on a trade by hand. It's Typically regarded as a good thing to know when you're going to get out before you get into the trade Exactly Okay, so this next question is referring to the slippage model which is built into quantopian How does this compare to actual slippage numbers in live trading compared to practice? Yes, sure. So, uh, again,
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