Quote from TrueStory:
Yes, slippage is a bit worse on the Midcap.
EMD is doing 30K contracts a day, whereas ER2 does 250K a day.
So the slippage is alot more if you are trading more than say 20 lots at a time.
We need to get EMD upto 100K a day, it will then be a decent replacement for the ER2.
A few hundred active day traders switching from ER2 to EMD is probably all we need start this process off...