I'm looking to move some algorithms into the futures space. Just curious if any of you have any "tips" or "gotchas" that I should be aware of when moving from equities to futures. (Or rather, adding futures to my set of existing equities strategies.) With stocks, I generally feel like, even if one isn't HFT, there's a large enough universe where I can find some obscure edge and make a living. With futures, my concern is that I will generally be outgunned everywhere on speed and that the only viable strategies are mostly spreading. Anyone have any opinions?
+1. Also, quote passively. The inside market is priced in to screw you both ways. ie. if you go market order