Damin,
For the short dated interest rate contracts roll 2-months prior expiry. All global contracts, except Euroswiss, have enough volume in the back months to move across before volatility drops. You should be trading at least the Sep contract, if not Dec at the moment.
Search found 5 matches
- Mon May 19, 2003 9:35 pm
- Forum: Testing and Simulation
- Topic: Volatility expansion - test on back-adjusted data
- Replies: 3
- Views: 4585
- Wed Apr 23, 2003 9:10 pm
- Forum: Testing and Simulation
- Topic: Confirming Robustness
- Replies: 10
- Views: 9716
- Tue Apr 22, 2003 7:07 pm
- Forum: Trend Indicators and Signals
- Topic: VERY long term trends.
- Replies: 6
- Views: 9607
- Tue Apr 22, 2003 6:46 pm
- Forum: Stocks
- Topic: ilYzyPKPwhICaq
- Replies: 88
- Views: 117102
I have traded a stock system that was actually adapted from my longer term futures system. I traded a maximum of 20 stocks. Anything beyond and yes, you start to replicate the index. There is no risk/adjusted return benefit by trading more than 20 stocks to my knowledge anyway, all you do as increas...
- Mon Apr 21, 2003 9:24 pm
- Forum: Trader Psychology
- Topic: Cute from afar, but far from cute.
- Replies: 3
- Views: 5678
I traded the Singapore Stock Index for the first time several years ago. After doing my numbers I placed the order for 10 contracts and at the time thought it was a lot considering it was a stock index. I was filled by the broker but come late afternoon I seemed to get cold feet and exited the trade...