Discussion in 'Index Futures' started by classic_knight, Nov 20, 2007.
anyone can suggest some good resources on this please? Many thanks.
Please see our forums. Also some good stuff on the recommended reading list. What type of experience do you have with futures? http://www.puretick.com/reading.html
Study statistics. Assuming you have a working knowledge of statistics...., stock market data is not normal, it is skewed but there are periods of normalcy within a skewed data set. If you can isolate those periods and identify the times when the data is in the tails you can develop a 90 or 95% win rate, depending on how accurate your analysis is. Download or input some price data from a typical day and draw up a histogram and go from there.
Separate names with a comma.