Payout for running my strategies.
Posted: Wed Jun 06, 2012 1:40 am
Filthy makes a great point. If you have no control over scaling, your strategy's returns become relatively random.
There is no way to directly compare payouts with an HFT strategy. I highly doubt you could find two shops where 'everything else would be equal'.
I've seen payouts <5% and I've seen them 75%.
What exactly do you mean by 'HFT'? Everything hinges on that question.
(Apologies, just noticed how old this thread is.)