Hang Seng Futures

Discussion in 'Index Futures' started by ProfitTakgFool, Jul 28, 2008.

  1. ganesh6

    ganesh6

    Thanks for the charts.

     
    #21     Jul 28, 2008
  2. How similarly/differently do you think the STW and HSI track each other?
     
    #22     Jul 28, 2008
  3. Night of 7/23.
     
    #23     Jul 28, 2008
  4. Night of 7/24. Last chart I'll post.
     
    #24     Jul 28, 2008
  5. I've got both on my screen and they've both been choppy for the last hour.

    The intraday correlation can be somewhat difficult to track visually because they don't trade at the same times (different start / end times + HSI has a lunch break w/ gaps).

    To a certain degree, the Nikkei, SPI, HSI, and STW all trade together, but some nights this is not the case. I don't use the correlation for entries but I do have all 4 on my screen(s)... it satisfies my curiosity and sometimes motivates me to stay in a trade longer if I'm short the STW and I see all the other contracts are tanking...

    As always, your mileage may vary.

    FWIW I only trade the STW contract in the evening. I've traded the mini Nikkei in the past but its tight ranges and large tick size drove me crazy.
     
    #25     Jul 28, 2008
  6. You happen to know any place that lists the daily volume on these Singapore STW, and other contracts?
     
    #26     Jul 28, 2008
  7. From time to time they move in a correlated manner (the core is probably the Nikkei).

    But.

    You will find that on whatever intraday timescale you attempt to measure correlation, it will be weak.

    If you try to trade the correlation it will work wonderfully at times and tragically at others.

    IMO you are best to treat them as independent and trade the setups on each as they come.


    ps. Re volumes you seem to be asking about futures not the underlyings so you may need to go to each of the exchanges and pull data. Alternatively try futuresource.com and quote.com.
     
    #27     Jul 28, 2008
  8. No, but I'd check with the exchanges first:

    SGX
    HKFE
    SNFE
     
    #28     Jul 28, 2008

  9. Singapore Stock Exchange
    Status: Open
    Time Open (Your Time): 7:00 PM
    Time Close (Your Time): 3:00 AM
    Break Time (Your Time): 10:30 PM - 12:00 AM
    Current (Local Time): 10:27 AM
    Countdown: 2h03min to Close
    Currency Traded: SGD (Singapore Dollar)

    Are you there is no lunch break for Singapore Stock Exchange?
     
    #29     Jul 30, 2008
  10. I'm not trading stocks, I'm trading derivitives, and the lunch breaks are instrument dependent.

    Trust me, there is no lunch break for STW.

    The SGXNK (mid-size Nikkei) contract used to take a lunch break w/ the cash market, but even that is now open over lunch.
     
    #30     Jul 30, 2008