Futures Automated Trading

Discussion in 'Automated Trading' started by clearinghouse, Oct 3, 2012.

  1. 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?
  2. 2rosy


    options holding positions for days/weeks non directional

  3. +1. Also, quote passively. The inside market is priced in to screw you both ways. ie. if you go market order