CL vs ES Lead-Lag Microstructure

Discussion in 'Trading' started by bone, Feb 23, 2018.

  1. bone

    bone ET Sponsor

    How many thousands of traders have some sort of DOM side-by-side or algo lead-lag strategy action going on ES vs CL ?



  2. Show us an algo that is profitable over time , using that. Chart means nothing
  3. SteveM


    Is it absolutely necessary for every single comment to be rude, dismissive and condescending?
    CME Observer and bone like this.
  4. bone

    bone ET Sponsor

    I looked at the first five pages of his posts after that comment above - yeah, you nailed it. Didn’t provide any Algos, either.
  5. Well, maybe I'm not as hip as you guys, but those charts mean nothing to me. Is there some sort of pattern there that I would want to trade with real money?
    srinir likes this.
  6. 2rosy


    blast from the past. worked with someone who used this about 8yrs ago. it did well at the time