Re: cash ,,,,

[Allan Havemose <havemose@xxxxxxxxxxxxx>]

In my experience, the most significant "feature" of SPX is that it is not
manipulated by the locals at the CME. I have found it worth the minute of
two it takes to confirm an SP move with an SPX move.

Allan

Neal Chabot wrote:

> Not true.  I watch both the cash (SPX) and the futures every minute
> of every day,
> and they are usually within seconds of each other.
> There are days when the cash actually leads the futures.
> You need to look at the variations in the premium to understand this
> fully.
> Perhaps your data feed is not reporting the spx every few seconds?
> Neal
>
> ----------
> > From: Gary Fritz <fritz@xxxxxxxx>
> > I don't understand how you can use the cash index (SPX for S&P) to
> > help you learn the opponent's moves ahead of time.  Moves in the SP
>
> > futures consistently LEAD the SPX by a minute or two.  The pit
> knows
> > what's going on before it works its way into the SPX.

--
Allan Havemose, Ph.D.
email:havemose@xxxxxxxxxxxxx
email:havemose@xxxxxxxxx
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