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Re: SYS for expiring futures



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> In "The Supertrader's Reference Manual", the author (Frank Taucher)
> mentions a strategy that is somewhat difficult to test in any mechanical
> way, but I wonder if anyone has a comment on, or experience with, this
> strategy:
> 
> He calls it the "FND Slammer" and it supposedly goes like this:

Richard -

There is nothing new under the sun. In "The Trader's Edge," Grant 
Noble outlines the same strategy with the same reasoning. [See page 
80-81.] Of course, you risk delivery and to imploy this strategy you
need to be have made arrangements for this contingency.

 Noble does not suggest any bounce effect on the next contract, and
this only seems logical if investors are rolling over into the next 
contract during this period rather than prior to FND. Noble also 
writes that this strategy sometimes doesn't work in extreme bears 
markets.


JFB
Shaven Heads Trading
NYC