Fairvalue Strategy

Discussion in 'Trading' started by exce26, Sep 26, 2001.

  1. exce26


    Does anyone use a fairvalue as a market indicator?
    Tell us about how you use the fair value & outcome....
  2. jskeldon


    I look at the prem.x all the time. This number changes rapidly between program buys and program sells. I find it difficult to get a good grip on the market using this number. These program trades can be very swift and if you are not nimble you will get in too late and the market will bounce in the opposite direction. However, it is worth looking at but not as a standalone indicator.
  3. I only found $PREM useful on the very short term, ie one to 5 minute resolution.