Wednesday, July 21, 2010

7/21 6:15pm

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

3 comments:

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

    ReplyDelete
  2. Steve

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

    Jack C

    ReplyDelete
  3. DJD,
    I only publish up to 3 months ahead.

    ReplyDelete