ETF Strategies

[Nick Radge]

The specific time is less meaningful than the sample of trades – the rule of thumb is the more, the better.

If you’re using the major index ETFs then I would say the results would be reasonably representative of what can be expected.

I’d only be skeptical if you were looking at more exotic ETFs

[ScottMcNab]

Very grateful if anyone could please let me know commission values to use for ETF backtests…can’t get my head around IB info

[Nick Radge]

Same as stocks unless you trade the commission free suite.

[ScottMcNab]

Thanks Nick…I thought (for some bizarre reason) when I read the IB website that I had to calculate the number of stocks used to form the ETF to determine the total commission

[ScottMcNab]

largest 100 etf by volume according to eftdb.com

SPY,XLF,EEM,GDX,VXX,QQQ,UVXY,IWM,UGAZ,EWZ,EFA,USO,TVIX,XOP,AMLP,FXI,XLU,XLE,XLP,GDXJ,HYG,VWO,JNUG,UNG,XLK,IAU,JNK,XLI,TZA,EWJ,TLT,IEMG,SLV,VEA,KRE,XIV,GLD,XLV,EZU,IYR,OIH,LQD,SQQQ,RSX,NUGT,LABD,XRT,SVXY,DUST,SPXU,UWT,XLY,XLB,DGAZ,IEFA,SMH,EWH,XBI,DWT,VNQ,TQQQ,IVV,UCO,EWT,TNA,BKLN,EWW,DXJ,INDA,SDS,AMJ,IJR,DIA,IBB,VGK,EWG,AGG,QID,XME,ITB,FEZ,EWY,PFF,TBT,USLV,OIL,VTI,KBE,EWC,EPI,BND,EMB,EWP,EWA,EMLC,DBC,SH,VOO,IWD,IEF

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