I'm working on a strategy which will trade short/long the SP500 and either the COMP or NDX. What are the best vehicles to use for trading the above indexes... futures or SPDRs and QQQ? If the answer is futures, could somebody please point me in the right direction for info, as i've never traded futures before. Also, if there is any source for free (or 30 day trial) for intraday historical quotes which i can d/l to a spreadsheet, please let me know. Thanks for the help.
My opinion is the futures are by far the vehicle to use. You might start by going to www.cme.com then checking out IB at www.interactivebrokers.com . If you want someone to talk to, you might try ManFinancial or Alaron.