Dow Jones EuroStoxx

euribor_tr4der · Apr 10, 2007

Guys,

When trading the EuroStoxx, what kind of stops and targets do you use ??

Thanks

mauzj · May 28, 2007

I don't use a profit stop. Just a time stop of 5 minutes. I Normally try to take about 3 points out.

qazwsxedc · May 30, 2007

mauzj said:
Normally try to take about 3 points out.

So when and where do you get in?

mauzj · May 30, 2007

qazwsxedc said:
So when and where do you get in?

I get in when I sense an imbalance in the order book. That's normally between 9am and 10am, or in the minutes before a big figure. My annualised Sharpe has been consistently above 6.0 in the past 12 months so hopefully I'm not just getting lucky.

qazwsxedc · May 30, 2007

mauzj said:
I get in when I sense an imbalance in the order book. That's normally between 9am and 10am, or in the minutes before a big figure. My annualised Sharpe has been consistently above 6.0 in the past 12 months so hopefully I'm not just getting lucky.

Sharpe >6 sounds bearable :cheesy: What's your slippage like if it does go pear shaped over a figure? I've had FGBL blow half a handle through my stops once or twice in the past. Is FESX better behaved in that regard?

mauzj · May 30, 2007

qazwsxedc said:
Sharpe >6 sounds bearable :cheesy: What's your slippage like if it does go pear shaped over a figure? I've had FGBL blow half a handle through my stops once or twice in the past. Is FESX better behaved in that regard?

I don't hold the position over the figure. I'm always flat by the time it arrives. I cut it if it hasn't already gone my way.

Dow Jones EuroStoxx

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