Recent content by codyrca

It typically has a larger spread between high and low for a day. For example, today the ES has a 25 point spread, vs SPX with 23 point spread.

The lack of futures data was originally the motivation. However I was able to obtain about 3 years of futures data and when I did some analysis, I found that the SPX produced a correct signal more often.

I have been working on trading system the looks for a trading signal based on certain conditions occurring with the SPX Index. When a signal is hit an ES futures trade is placed. I have back tested the strategy using SPX data for 15 years and have been live trading for about 6 months. So...