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Basic Backtest Query on Dow Industrials

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  • Basic Backtest Query on Dow Industrials

    Hi,

    Please would somebody help me with a couple of queries on a backtest of the DOw Industrials.

    With $100K initial capital:

    1. What would the "Default Lot Size" for a backtest without gearing/margin.

    2. What would be a sensible figure for a trade commission if each trade were $100K (I don't normally trade the Dow !)

    3. What would you guys put in as a figure for slippage in such a situation?

    OK I can't count !

    Thanks in advance folks.

    Neil.

  • #2
    Neil,

    I can't really comment on your question other than saying that it would be important to know that when you say the Dow, are you referring to trading the stocks that make up the index or the Dow futures?
    Regards,
    Jay F.
    Product Manager
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