Switching from ES to Bonds

Discussion in 'Financial Futures' started by 9Baller, Jun 30, 2009.

  1. This is very rich subject matter... You can do all sorts of things, with varying degree of sophistication.

    But, to start off, let me respond with a question. If you have a time series (your tick data), can you a) identify your entry points; b) calculate max drawdown per lot, say?
    #21     Aug 12, 2009
  2. mike007


    What is going on whenever the /ZF bond futures does this in my attached pic. The bid and the ask are the same. It does not make since to me.
    #22     Sep 10, 2009
  3. It looks like the bids are combined to half ticks. What front end is that?
    #23     Sep 10, 2009
  4. mike007


    #24     Sep 10, 2009
  5. Check with them. The bids are definitely being consolidated.
    #25     Sep 10, 2009
  6. mike007


    I sent them an email, i will give you the reply after I get it.
    #26     Sep 10, 2009