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b,
I made no comparison between stocks and futures only between QQQ /
SPY and their respective indicies.
Take a look at the intraday bars of QQQ .vs. NDX or SPY .vs. SPX and
you'll see that there is a lot more "noise" in the former not unlike
the emini's i.e. ES and/or NQ.
--- In amibroker@xxxxxxxxxxxxxxx, b <b519b@xxxx> wrote:
> Fred,
>
> Could you explain how futures and stocks are different in
> how they behave? In other words, if the QQQ behaved more
> like a sock than a future, what I see different in the QQQ
> price chart?
>
> Is this difference only for intraday charts or does it also
> affect EOD charts?
>
> Thanks in advance.
>
> b
>
> --- Fred <ftonetti@xxxx> wrote:
> > In the case of QQQ and SPY they trade more like the
> > futures than the
> > indecies.
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Al Venosa"
> > <advenosa@xxxx> wrote:
> > > Chuck:
> > >
> > > I don't have an answer for you, but let me say that in
> > my
> > backtesting
> > > experience, I, too, have noticed the same thing when
> > comparing a
> > system on
> > > the the QQQ vs. the NDX or the SPY vs. the SPX. For
> > some reason,
> > even though
> > > they track each other perfectly on a graph, trading
> > system
> > performance is
> > > quite different. I'll be watching others' reactions as
> > closely as
> > you do.
> > >
> > > Al Venosa
> > >
>
>
>
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