Being new to the LI methods and the forum I am wondering if anyone are using any particular execution strategies? From what I can see there is not a lot of talk about this, apart from the general idea of rebalancing being done within one or two days after receiving the signals. This seems a rather large window with a fair bit of fluctuation(?). Is it worthwhile trying to optimize execution with these fluctuations in mind, or will the risk of not being filled within the given time frame be to big?
Reply To: MiscStFrons2017-10-01T02:41:34+00:00