Fair Value

Discussion in 'Trading' started by white17, Mar 2, 2003.

  1. white17


    Where can I find FV prior to the NY open?
  2. nitro


  3. white17


    Thanks Nitro.
  4. Eddy



    does anyone have a file (any format) with the daily buy and sell premium levels (as published by programtrading.com) for the past months or even year(s) ?

    I intend to backtest some PREM chart patterns (involving these values) to be used as filters for entering ES intraday positions, but I couldn't find any historical record of these buy & sell program levels (only got the Fair Value..)

    If yes, thank you for contacting me, I would be ready to trade it against other historical data I have in my tick/1min bar backtesting database.

  5. white17


    I've tried putting all the various symbols into TWS that might work for PREM. Anybody help?

  6. anyone using prem as a timing indicator? If so please post. I watched it most of the day and it jumped around between -1.00 and maybe -.20 most of the day, trading around -40-.50 most of the day

    Can someone posts some concrete examples as to how they incorporated it into a trade they made today or recently.
  7. zxcv1fu


  8. nkhoi

    nkhoi Moderator

    may be sell when prem is high, buy when it's low
  9. Hmm, sounds good to me!

    Prem is a scalper's dream! :D
    #10     Apr 8, 2003