can you provide me with some ideas to assess the profitability of round-trips? That is when I buy 100 shares of IBM at 10\$ and I resell them two days later at 11\$, how can I measure the profit made? Using which benchmark? How can I compare two round-trips on different stocks at different points in time? What do practitioners do in Banks/funds?

  • $\begingroup$ what is your funding cost? $\endgroup$ – adam Mar 5 '14 at 20:53
  • $\begingroup$ cash or I can leverage up to 4x and paying an additional transaction cost $\endgroup$ – ℕʘʘḆḽḘ Mar 5 '14 at 20:55

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