A strange contract this, with prices sort of 'discrete' rather than 'continuous'. Volume/OI figures look very sparse.
In testing I discovered that, due to the flat nature of the prices, you can end up with some interesting position sizes when using past (recent) volatility to set the betsize. I've removed it from my testing portfolio for now...
Does anyone trade this as part of a LTTF system?
General discussions about futures.
1 post • Page 1 of 1