ES/NQ Relative Ratio???

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

  1. 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...

  2. dozu888


    would be a more reasonable compare.
  3. 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.
  4. 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. :(