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cheers, mines a Hoegaarden :)

yes, commendable trade, I doth my Cap Kap

I am not aware of any books etc relating to the subject outside of an Invesment banks own Quantitive research.

Reuters & bloomberg Pro, J-trader & various spreadbet accounts

No problems with Liffe this A.M, which makes a change :)

I base everything on Index points with regards contract size, as for currency a ratio of 2:3 for FTSE/DAX.... u need the beta, so you could argue a Long Dax Short FTSE position is effectively net Long, but then again were betting on discrepancies at the extemes of the spread.

Indeed, I live and breath the spread between the FTSE and DAX, its my bread and butter trade - this is not a Day trade (unless markets are very Volatile).Some research is needed before you start diving in - the two indexe's have different betas, with the DAX being the higher, therefore, the DAX...

IMHO - stinks of support @ YM 9.4k & 1000ES but just seems too obvious

"Buy or Sell Monday morning in direction of (Fridays close - x Days close). Liquidate position x Days later." Does this mean if Market rallies lets say 3 days into expiration, then your buying on Monday and holding for three days etc..? also what constitutes a significant previous rise? ...

Greetings, yes i do, problem is its like a robot these days, since becoming electronic it seems to have aboslutely no human element left, very few days of opportunity. I prefer the Dax, but often trade one off the other.

I shall not be participating in a squeeze over 1000 ES< i'll leave that to the scalpers

Hey, if they all talking a short sqeeze its time to go short ! :D

Beer gut is telling me theres's a lot of shorts out there, and when there all short its time to go long.. anticipating a short squeeze into the close, of course i'd like to be proved wrong within the next 5 minutes

Thnx, fair value is about +12, so sounds good :)

Got fridays Dow Cash close @ 9321...YM not sure, bad data 9309?... can anyone confirm? Thnx

I was watching SnP cash to take out days low, well it didn't, ES did, therefore missed cover... nice one Kap:(

well Iwas expecting a + 4 at the most, - 20 was my prediction, a cover for commision was exceptable in this case... congrats to Damir for his patience... see you all monday... the last beer was worth the wait regards, Kap

I'll second that, monday will indeed be another day, enjoy your weekend, greetings from the Bar:)

is your trigger signal independent of volume ?