wti trading simulation presentation john ,
i prepared the presentation in the way we discussed on wednesday .
in summary i have included the following scenarios :
tenor : 1 , 3 , 5 years back from nov , 2000
1 , 3 , 5 years back from nov , 1998
1 , 3 , 5 years back from nov . 1995
number of trade per day : 200 , 600 , 1000
bid - offer spread : $ 0 . 04 and $ 0 . 06
net open position allowed : 1 , 000 , 000 and 5 , 000 , 000
volume per trade is fixed at 1 , 000 bbl .
all together , there are 9 * 12 = 108 scenarios included in the presentation .
i will be on vocation starting next week . but i will check my e - mail and
phone
messages to make modifications you need .
happy holidays ,
zimin
wti trading simulation presentation
john ,
i prepared the presentation in the way we discussed on wednesday .
in summary i have included the following scenarios :
tenor : 1 , 3 , 5 years back from nov , 2000
1 , 3 , 5 years back from nov , 1998
1 , 3 , 5 years back from nov . 1995
number of trade per day : 200 , 600 , 1000
bid - offer spread : $ 0 . 04 and $ 0 . 06
net open position allowed : 1 , 000 , 000 and 5 , 000 , 000
volume per trade is fixed at 1 , 000 bbl .
all together , there are 9 * 12 = 108 scenarios included in the presentation .
i will be on vocation starting next week . but i will check my e - mail and
phone
messages to make modifications you need .
happy holidays ,
zimin