Recent content by Just_me

Thanks for your quick reply, I know that's the theory, but I wonder if SB firms actually do that in practice? Thanks.

Hi, this may be a simple question, but I still haven't had a straight answer: How do SB firms price their rolling FTSE contracts, after London closes at 16:30? I presume they use the closest expiry actual NYSE (Euronext) Liffe Quarterly contract and then adjust that accordingly. If that is...

Thanks for your help everyone. Look like the best options be to either take the overnight risk on the FTSE or trade the leading market (US). Thanks again.

Thanks for your quick reply Tomorton, understand all the above, thanks. One other question: what if you were to use the open, instead of the close? In other words, enter at the open (as a proxy for yesterday's close) and exit at the close. Of course, this assumes no gaps between the open and...

Hi there, first post so please don't laugh too hard after reading my question: I (presume) like everyone else trading End of Day, I've used historical data (Open, High, Low and Close) to backtest. What this historical data does not tell me is how volatile the markets (e.g. FTSE) is out of...