The Dangers of Cut & Paste in Futures Algorithms

Some execution algorithm providers approach the design of futures algorithms by starting with an equity algo base and editing the details to tailor to the specificities of trading futures. While this approach may create a fair foundation, it leads to unnecessarily high trading costs. 

In this paper, we introduce the biggest challenges associated with futures execution and how they can impact execution costs.

https://www.globalinvestorgroup.com/articles/3699212/the-dangers-of-cut-and-paste-in-futures-algorithms