I am trying to figure out why, using the default slippage model, I am getting better fills (lower buys and higher sells) with $10,000 vs. $1,000 starting capital. I can't think of a single reason why this would be.
Here's a screenshot.
https://drive.google.com/file/d/0B04djZ8V64_7UzE3NVlSTFJYZW8/view?usp=sharing
Any comments would be much appreciated.
Great Arbitrage Opportunity. Buy 160 shares of that ticker and simultaneously sell 16 shares 10 times ;)
yeah. but was is the commission per order? the math works out close enough that it's probably not coincidence.
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