Is it better to roll over index futures during non-regular hours instead of regular hours?

Discussion in 'Index Futures' started by helpme_please, Sep 25, 2020.

  1. Overnight

    Overnight

    That would maybe apply if he was in an exchange-supported intra-calendar spread.

    But I sense that is not what he is asking.

    Going to have to throw him a @bone on this one. Hehe
     
    #11     Sep 25, 2020
  2. If you can execute both orders within a very short time span you would not have the risk of a sudden spike in price (e.g. within a couple of seconds). Neither during nor outside regular trading hours.
    Executing your trades outside regular trading hours carries the risk of being exposed to wider bid/ask spreads. This will make you lose money on both the position you are closing, as well as on the position you are opening. Most likely is the bid/ask spread smaller during regular trading hours.
     
    #12     Sep 25, 2020