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The duration of the trades, will determine spread around the average trade The longer the duration of your trades, the bigger will be the standard deviation....

If someone has 1 % significance and I have also 1 % then we have the same edge.

Acrary, With all the numbers you have and a statistical software program you can calculate the significance number and that number defines the edge !

so the significance number is inverse related to the edge....

There we go ! In fact you have to calculate the statistical significance of your trading. The smaller the number of significance the greater your edge.....

Aaron, Are the number of contracts you trade, also decreased by 40 % ?

This is not about where you get your edge or what is someone's edge (method , market maker or floor trading) BUT about a mathematical method to relate a number with the word "edge"....

Best Pickwick, I am not asking for a method that works but a method to quantify the edge....

Tea, I know the answer ! You are just too stu... to find it....

no words,give me a method with which you can quantify the edge in a number

edge = difference between random buying and selling and your trading.......so edge is.......?

A lot of nice words BUT how do you quantify the edge based on the trading results from one's trading. Which number can you relate with the edge ? The scientists under you should be able to answer the question.....

you can calculate the edge from one's trades if you know what and edge is of course....... who can answer the riddle ?

even with a negative expectancy, you can have an edge even if it doesn't make you money.... take the E-mini S&P for example. no edge - random buying and selling with market orders ; expected average trade will be -0.25 = the spread so if...

How would you quantify an "edge" ?

Do any of you guys know in fact how you would quantify "the edge" that everybody is constantky referring too ?

Yes, a pass through account in a country with good bank secrecy is one way. But this still leaves a paper trail that can be traced. The best way is still to deposit cash...

Canadian_Dude, You are talking about www.velocity- futures.com, correct ?

one's nightmare's is another one's dream..... :p

Eurex, that's the way to go !! When will the CME bring down those criminal high exchange fees ?!