I’m thinking of putting a strategy on here in the near future, but I have a question regarding liquidity.
If I have a strategy for trading stocks and some of the symbols have lower liquidity than the large caps, is there a way to recommend the max capital to deploy into a strategy like this?
I’d expect orders should fill fine for thousands or tens of thousands in capital, but may affect the stock price if filling the order with hundreds of thousands (slippage).