Re: An idea (SP v. ND)

["Craig Nelson"<nelson@xxxxxxxx>]

omega-list@xxxxxxxxxx on 02/24/98 11:46:26 AM

To:   omega-list@xxxxxxxxxx
cc:    (bcc: Craig Nelson/NY/SBCM)
Subject:  Re: An idea (SP v. ND)






ND futures also are traded these days, though the contract is smaller
than the SP.  One thing I looked at a couple of years go, but haven't
followed since was something like the following:

Big Snip>>

FYI, ND futures started trading in April of 1996.  However, I used the NDX
and SPX cash indexes to generate my trading signals and have had good
success.  You're right about using the percentage changes for NDX and SPX
for the comparision.  I would also recommend that one use percentages for
the profit target and stop loss amounts to help keep up/compensate with the
stock markets rising at such a clip.

Regards,
Craig