Stock Market, Trading, Microstructure, Cryptocurrency Trading, Cryptocurrency Investment.
cost is 2.6% when you trade here with a bid-ask spread of $100. How Big Can This Be? I actually think 2.6% is very big because if your algorithm has a high turnover, e.g. trades more than 5 times in a day, the 5 trades on average has to earn more than 2.6% for your strategy to be profitable. If