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-----Original Message-----
From: Richard C. Fredette <sail4@xxxxxxxx>
To: RealTraders Discussion Group <realtraders@xxxxxxxxxxxxxx>
Date: Monday, January 05, 1998 1:05 AM
Subject: Re: FUTR--S&P Intraday
>Has anyone tried to do serious intraday trading of the S&P using a
>composite of the premium and SPX? Is it worth saving a couple of hundred
>dollars per month to do this? Also, what about trading the S&P using
>tick data vice one minute, two minute charts, etc.
>
>Thanks, Dick
>
Dick:
Funny you should ask. We (my associate and I) have spent many hours
trying to determine a relationship between the Premium and the S&P and
really have nothing to show for it. Sometimes the Premium, using a specific
indicator, will nail the highs and lows of the S&P (we use one minute bars
on TradeStation charts) , and other times its way off.
We are continuing to try different approaches to this and will let you
know of any success.
Regards,
jdfo
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