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-- [ From: Larry McBride * EMC.Ver #2.5.3 ] --
> Of course, we could trade the S&P futures on a several day basis but
this introduces other > considerations.
Bob,
Your comment above about trading the S&P futures versus trading SPYs
left me wondering - just how big are the difference in trading the the
SPY versus say the e-mini in equal dollar amounts?
Margin efficiency would favor the futures, commisions would probably not
be key, fills in the futures might be worse (?), the variable I'm most
unclear about is gaps. If holding trades overnight, could gaps
potentially hurt you more in the futures than the SPY?
If making several day trades of say $100k value in the tradeable, it
isn't obvious to me that two e-minis isn't a better vehicle than the
SPY, but would surely value any insight on the subject.
Thanks,
Larry
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