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Single Stock Futures

Posted: Tue Jan 22, 2019 1:50 pm
by Chelonia
Evening All,

Does anyone has experience with testing/trading Single Stock Futures? Looking to build a SSF system for further diversification if testing pans out. I downloaded the SSF from One Exchange on CSI but volume doesn´t seem that great. I would appreciate your input. Thank you so much.

Re: Single Stock Futures

Posted: Sun Mar 17, 2019 1:51 am
by jklatt
I’ve looked into it. Never traded SSF at One Chicago, but I came to the same conclusion you did: anemic volume (which also appears to be declining year over year too).

A few questions:

Why SSF and not the underlying securities? Do you need leverage above and beyond what a margin account offers? Do you need to put leverage into a retirement account?

Have you looked at SSF listed on Eurex. Volumes seem to be growing over there, but there still isn’t much volume on US securities.

Re: Single Stock Futures

Posted: Tue Mar 19, 2019 5:19 am
by Chelonia
Thanks for your reply jklatt.

Have a listen to this episode in which Jerry Parker talks SSF and how he trades them. ... series-26/

I´m not convinced in what he says. Obviously you can´t test on SSF data due to lack of liquidity/insufficient data, so I guess you have to test the stocks themselves which is what I´m going to do, and stay away from SSF

Putting in bids and offers to wait for a fill like Jerry describes makes me uncomfortable. If the system wants me to get out, I want to get out asap, especially on losing trades.