ES/NQ Relative Ratio???

Discussion in 'Index Futures' started by J_Commisso, Oct 15, 2002.

  1. J_Commisso

    J_Commisso

    Hey guys if one wanted to measure the performance of a NQ strategy with an ES strat -- what would be a reasonable ratio?

    Like I know 1ES point is worth 2.5 times that of the NQ, but is it neccasarily wise to measure relative performance with that same ratio?

    Curious to know others thoughts...

    PEACE,
    Commisso
     
    #1     Oct 15, 2002
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  2. dozu888

    dozu888

    would be a more reasonable compare.
     
    #2     Oct 15, 2002
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  3. zentrader

    zentrader

    best way is to equalise daily dollar volatility. At the moment, a ratio of 2 NQ per 1 ES is probably about right. It is not constant, so you need to re-evaluate regularly.
     
    #3     Oct 16, 2002
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  4. Pabst

    Pabst

    I agree. When NQ was at 4000 it was apples to oranges with ES. Now it's apples to apples. Or something like that. :(
     
    #4     Oct 16, 2002
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