A.I.M. Users Bulletin Board

[SFSecurity]

Hi Adam (and Tom) Reading your comments on algorithmic trading, including Tom's view in #43342, it just occurred to me that one might try putting a position into two AIM spreadsheets, one with tighter BUY/SELL as well as a smaller stock trade size, and the other with the parameters that Tom has been using.

Doing this side-by-side might help in the current rocky market but the one problem I see is that one needs to have a bigger $/total shares position so that the smaller number of shares still brings in enough to more than cover commissions and still brings in some change on a sell.

This is where your choice of lower price positions makes sense.

On a buy it might make sense, when doing a lower price position, to buy more than the smaller limit. Not sure about this, I'll have to run some tests.