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<SPAN
class=250300311-14122003>Yuki,
<SPAN
class=250300311-14122003>
<SPAN
class=250300311-14122003>Attached is the ES #F continuous contract symbol for
the S&P 500 e-mini example
Each
point is $50.00, so each tick is $12.50 (for the e-mini) the full size is
different.
Margin
Deposit number varies
<SPAN
class=250300311-14122003>
Mr
Valley
<FONT face=Tahoma
size=2>-----Original Message-----From: Yuki Taga
[mailto:yukitaga@xxxxxxxxxxxxx]Sent: Sunday, December 14, 2003 1:43
AMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker]
futures modeI am interested in pitting my wits
against the S&P 500 futures, atleast from an academic
standpoint. Can anyone tell me what realisticnumbers I should use in
the 'Futures' section of 'Symbol-Information'for ^GSPC, and what numbers I
should watch out for in the backtester?YukiSend
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Attachment:
ES #F.JPG
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Description: "Description: JPEG image"
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