Hang Seng Mini?

Discussion in 'Index Futures' started by Bogan7, Jun 28, 2007.

  1. jrkob

    jrkob

    I used to do that and in my personal opinion it works reasonably well.
    With the exception of one type of orders: market-on-close. Liquidity on the 10HKD contract tends to disappear on the close, while on the 50HKD one it's still okay.
     
    #11     Nov 4, 2007
  2. jrkob

    jrkob

    If you trade 1-2 lots you should be fine except if you need to execute market-on-close orders.

    For orders at market you need to size substantially more slippage on the mini. In my opinion, on average - depending on what strategy you have... - 2-3ticks. This is what I had but may be your trading style/strategy will manage to minimize this...

    The daily volume on the mini is very approximately and on average about 1/4 to 1/3 of the Bid contract.
     
    #12     Nov 4, 2007
  3. digdeep

    digdeep

    thanks for the info
     
    #13     Nov 4, 2007