Spread Trading

Discussion in 'Index Futures' started by Markus, Oct 22, 2002.

  1. J-Law

    J-Law

    If you follow the other spread trades I posted, you'll see, that they make money, too. Let me know, if I shall post more spread trades.

    Sure. That would be great. My problem is keeping track of all them. :D


    J-Law
     
    #41     Oct 30, 2002
  2. J-Law

    J-Law

    Trading spreads, I have a win-loss ration of appr. 70%, therefore I feel confident enough to risk 5% - 8% of my account on each spread trade.


    [u/]

    Markus,

    Have you ever figured out what that breaks down in a ratio
    of winning size to losing size trades.

    Meaning what are your winners compared with your losers, 2 to 1, 3 to 1 etc???

    The reason I ask is that I am trying to establish the mathematical "edge" or positive expectancy of the method.

    Sounds all technical, but it's really not.


    J-Law
     
    #42     Nov 2, 2002
  3. OK Gann, what are you talking about here?

    Are you saying that you are trading spreads on a weekly basis?

    I mean Hay that would be nice. Just look at them once a week.

    What do you mean less slippage?

    None of this makes any sense.
     
    #43     May 18, 2003