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Dan
Depending upon market direction and public sentiment, the futures can either
lead or follow the cash.
I've really never looked at the relationship, but will add this to my to do
list.
Guy
> -----Original Message-----
> From: owner-metastock@xxxxxxxxxxxxx
> [mailto:owner-metastock@xxxxxxxxxxxxx]On Behalf Of HARELSDB@xxxxxxx
> Sent: Monday, September 14, 1998 10:40 PM
> To: metastock@xxxxxxxxxxxxx
> Subject: Re: Finally a Signal!
>
>
> Guy,
>
> Thanks for the signal. It brought to mind a question that you or
> others on
> the list might be able to answer. Is there a relationship between futures
> price for the S&P 500 and the underlying index that could be exploited to
> identify trading opportunities for the underlying index?
>
> In other words, does the price of the underlying index always, usually,
> sometimes or never follow the futures price? If it does follow,
> what kind of
> time lag is typical?
>
> Thanks for your help,
>
> Dan
> Pocatello, ID USA
>
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