Wouldn't it be better to multiply the volume with the value per tick?
If volume of A is double the volume of B, but value per tick for A is 10 and for B is 50, B is easier to trade with 5 million $ i think.
Value in $ of the volume?
Wouldn't it be better to multiply the volume with the value per tick?
If volume of A is double the volume of B, but value per tick for A is 10 and for B is 50, B is easier to trade with 5 million $ i think.
Value in $ of the volume?
To optimize, your comment is the first order of optimizing.
The transition required to make more and more money as the capital base grows is an interesting one.
Combining the OP with the size of capital issues is the key fast tracking condition for getting to be very rich.
It is absolutely necessary to be able to continually optimize the overall money velocity (slope of the equity curve) by applying strategies that best handle all of the capital.
A combination of such is required. What happens is that what is thought to be #1 on the list, as each dimension is brought into the picture, changes to a set of applications where proportions, then caps dictate the resolution.
Having trading skills voids in several arenas is a difficult thing to overcome. Knowledge often spreads around and experience is somewhat transferable but skills deficiencies are costly in terms of time delays.
The "big cats" ten year comparison illustrates these matters.
