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FYI, and to reply to a previous topic, MATIF CAC40 futures are now traded
without locals and all electronic since 2 months or so.
The trading systems that I use behave realtime exactly like in the past
(slippage is the same on average), and the chart shape and noise shows no
noticeable diference ,after a 3 weeks of adaptation of the various buyers and
sellers to the new market conditions.
Results are od course also consistent with the TS intraday backtesting as
usual.
Locals were removed and MATIF seems to replace them by the same guys with an
electronic direct access to the quote system, with low transaction costs
allowed like before.
Things are changing, but results remains the same, with the diference that bad
ticks are now removed...
Sincerely,
Pierre Orphelin
www.sirtrtade.com
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