In case members at large are unaware: Because brokers force
rolls ahead of traders, you can put volume side by side. TF is
still over 10:1 Dec:Mar. Wait until the majority of the volume is
in the new contract to trade it.
Are you referring to the carry cost? Apart from that, the lower
the volume, of course, the greater likelihood of slippage &
higher volatility relative to the more heavily traded contract.
No...just pointing out that fact that rollover occurs this week
and one should be prepared as volume begins to shift into the March
contract later this week.
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The continuous ES contract (all
Posted by steve on 10th of Dec 2015 at 09:05 am
The continuous ES contract (all Equity contracts) have rolled over to March on Tradestation.
In case members at large
Posted by a_l_ on 10th of Dec 2015 at 09:35 am
In case members at large are unaware: Because brokers force rolls ahead of traders, you can put volume side by side. TF is still over 10:1 Dec:Mar. Wait until the majority of the volume is in the new contract to trade it.
Are you aware of discrepancies
Posted by junkie on 10th of Dec 2015 at 11:00 am
Are you aware of discrepancies in price actions in the old and new contracts within this period?
Are you referring to the
Posted by a_l_ on 10th of Dec 2015 at 11:15 am
Are you referring to the carry cost? Apart from that, the lower the volume, of course, the greater likelihood of slippage & higher volatility relative to the more heavily traded contract.
No...just pointing out that fact
Posted by steve on 10th of Dec 2015 at 11:13 am
No...just pointing out that fact that rollover occurs this week and one should be prepared as volume begins to shift into the March contract later this week.