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@Abombination81 Any good tips on scaling up safely, any hidden or unaccounted factors to be mindful of?
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Yes. This needs to be a whole series of tweets honestly.
I honestly dont know where to start, the ammount of money I've lost from bugs and mistakes is insane.
Test, test test. Papertrade. Trade live but with an empty wallet. Test with minimum shares (5). each step take days.
Scale adds issues. I can bid on x strategy and make 50 bucks. But if I bet 500 there is no liquidity, So it fills to 94, or I take slippage upto 500 and kill the edge.
So again, test test test
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@Abombination81 Yeah slippage is a real killer from paper to live, currently breaking everything down now to get the latency right and beat this, took way to long for me to properly account for decay
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@cauze_the Yup, make sure you factor book depth, slippage, fees, rebates etc.. have to be honest
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