Wednesday, July 21, 2010

7/21 6:15pm

Shorted YM futures the DJI e-mini at 10054 for 4% based on contract specification.
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3 comments:

  1. DJDJuly 22, 2010 at 4:58 AM

    Steve, curious if you have generated I1 values into Q1 2011 - I see the current chart goes through Nov '10. Thanks.

    ReplyDelete
  2. AnonymousJuly 22, 2010 at 5:25 AM

    Steve

    When you get a chance could you explain the correlations between the futures market and the cash market?

    Jack C

    ReplyDelete
  3. Steve KotelesJuly 22, 2010 at 5:54 AM

    DJD,
    I only publish up to 3 months ahead.

    ReplyDelete

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