14:30 bundfuture, stay or not to stay?

Discussion in 'Index Futures' started by CWolff, Oct 4, 2005.

  1. CWolff


    Hi there,

    I am a bit afraid of getting a monster slippage at 1430 one day.
    I thought about being off the market this time, but i`am 90% in the Market.
    Cutting this time window out it will have negative effects on the profit.

    What is the highest slippage to expect to be prepared for the worst? (size <= 10 contracts)