Recent content by gs05

I assumed that was the reason as well, but the ratio of ES daily volume to S&P cash and that of FX futures to FX cash are both about 2%

Like the author I find CD very useful in trading ES where it is strongly correlated with price, but with FX it seems the correlation is all over the place, sometimes even negative. Anyone have any insights into this?

Hi Ed, did you find anything yet? I might be interested George