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I'm pretty sure that the forward S&P 500 futures contract (now the SP8H),
leads everything else including the OEX and SPX index. I've actually been
meaning to ask you why you're basing your excellent studies on the OEX when
the SPX and SP8H prices are as readily available.
The CME has some theoretical studies done on this if your interested. "The
relationship between the SP500 Index and SP500 Index Future Prices" and
"Determining the relative Fair Values(s) of S&P Futures: A case study
approach" by Ira Kawaller. Just call them up or try the website.
Jay Poswolsky
-----Original Message-----
From: Clyde Lee <clydelee@xxxxxxx>
To: RealTraders Discussion Group <realtraders@xxxxxxxxxxxxxx>
Date: Tuesday, January 13, 1998 11:35 AM
Subject: MKT - Prem/OEX Comparison
>The attached is a direct comparison of 1 minute bar charts
>of Prem and OEX.
>
>Interesting that Prem seems to lead OEX by about
>two (2) minutes.
>
>Clyde
>--
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>Clyde Lee Chairman/CEO (Home of SwingMacine)
>SYTECH Corporation email: <clydelee@xxxxxxx>
>7910 Westglen, Suite 105 Work: (713) 783-9540
>Houston, TX 77063 Fax: (713) 783-1092
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