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I've used the perpetual contracts on tbonds and munis for years - but my time
frame in bonds is weeks ---> months ---> years. How would you use the perpetual
contracts to trade bonds short term (intraday)? You can't get intraday data on
the perpetual contracts - can you?
BTW - Compuserve has perpetual contract data. It's not cheap data - but it's
very clean. Robyn
Mark Brown wrote:
> > >Owen Davies
> >
> > I did just that. mb says you can get better results taking signals from
> the perpetual contract.
>
> no i didnt say you could get better results! where did i ever say that! in
> fact i said if you have a system that holds up with perp data then you have
> something because it is much harder to make a system work on this type of
> data. it is a wake up call. if your system works on this data then it will
> surely do better trading real time and you wont fool yourself!
>
> > I discovered that taking signals from the perpetual series was
> significantly worse than just a back-adjusted front month series.
>
> yes and so that is good, besides see the perp data is flat and so a breakout
> type system will do the worst on a perp series than any, because its flat.
> however a i am a counter trend trader and so i find many times the slippage
> is working for me and not against me.
>
> thank you for the test. and i hope that you understand that i wanted to use
> perp data because it makes a system look more honest. mb
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