Pair Trading Lab Helpdesk & Forum

PTL Trader => Questions & Answers => Topic started by: Igor Vier on June 20, 2018, 09:25:04 am

Title: Low-liquid shares
Post by: Igor Vier on June 20, 2018, 09:25:04 am

Hello, I've got one question.
If I want to trade a low-liquid share (some days there wasn't trade volume, according to Yahoo Finance), does PTL has some kind of cautions for that case? I mean to avoid situation with opening only one leg.
Thanks for your answer.

Title: Re: Low-liquid shares
Post by: admin on June 20, 2018, 09:27:48 am

Hi Igor,

at this moment the only precaution PTL does is checking / including the bid-ask spread to the entry/exit algorithm. There is no other special treatment at the moment and in general we advise against trading illiquid instruments.

Kind regards,
Karel