Would it be possible to track profit/loss in markets by turnover of a market?
I suspect am doing worser generally in lower liquidity markets, it would be helpful to sort a profit/loss statement that only lists horse racing markets below 100k matched, between 100-200k, above 200k etc.
How would be the best way to go about it? I dont think turnover information is given on the profit/loss statement? Would anyone be able to help with it? Thank you
Track profit by turnover
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jamesedwards
- Posts: 6097
- Joined: Wed Nov 21, 2018 6:16 pm
Record your market P&L alongside the traded volume and look for any correlation once you have a decent data sample. I would do this by sorting market volume from low to high, then plotting cumulative P&L against these to see if there are any trends in the curve.
Be aware that traded volume and liquidity are not necessarily the same thing.
Be aware that traded volume and liquidity are not necessarily the same thing.