Equity Index Future strategies

Discussion in 'Index Futures' started by classic_knight, Nov 20, 2007.

  1. anyone can suggest some good resources on this please? Many thanks.

  2. 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.