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Hi all,
If I have a system that works wonders on the S&P 500 index, can I
just set pointvalue to $50 (for the S&P e-mini) and turn on futures
mode and assume that the system that worked on the S&P index will
work its magic on the S&P e-mini futures. My conclusion (based on
actual research using S&P index data and S&P futures data) is that
it is unlikely to work (at least for the particular system I tested.
Then the question becomes can the system that worked well on the S&P
index be ADAPTED to do well on the S&P futures (im hoping, but
probably wishful thinking) This touches on Single Stock Futures
(SSF's) also for those interested, the question being will we be
able to trade SSF's using the same systems that we use to trade
stocks?? Here's an interesting article
http://www.nqlx.com/NQLX/Publications/considerations.stm
Anyone with actual experience or otherwise, your comments are
welcome. Anyone actually developing S&P emini systems here? speak up!
giggollo
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