Recent content by jangle leg

4) have a M.S. in financial engineering with a statistical background

I don't need to prove anything. If you run some advanced time series analysis you can see that the ES contract is fairly predictable in many different time frames. Then again, you need a robust knowledge in market microstructure.

YES IT IS! I'm a full time ES trader. My daily profit ranges from 10-20 bps (sometimes even 30, although rarely) with 1 to 3 round trips. Regardless to what intraday strategy you use I can suggest one thing: CONSIDER ALL TIME FRAMES. As a daytrader I constantly monitor the 1, 5, 15, 30 and...