unless it’s a pure arbitrage I don’t think you can do it on every trade. (Every trade being different than every day as a trade can live longer than a day).
even virtu and citadel have down days (not many). JPM, gs too and they have commissions and favorable bid/ask as tailwinds.
even virtu and citadel have down days (not many). JPM, gs too and they have commissions and favorable bid/ask as tailwinds.
Interesting. Per trade basis I don't think it's possible unless you're doing something stupid like no stop loss or have insanely large risk/reward ratio.
But pushing for profitable day, every single day is still risky. Right now Im just trying to figure out what my risk of ruin probability is given the current stats. More months needed