It typically has a larger spread between high and low for a day. For example, today the ES has a 25 point spread, vs SPX with 23 point spread.
The lack of futures data was originally the motivation. However I was able to obtain about 3 years of futures data and when I did some analysis,...
I have been working on trading system the looks for a trading signal based on certain conditions occurring with the SPX Index. When a signal is...
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