CL vs ES Lead-Lag Microstructure

[bone]

How many thousands of traders have some sort of DOM side-by-side or algo lead-lag strategy action going on ES vs CL ?

 

[SoesWasBetter]

Show us an algo that is profitable over time , using that. Chart means nothing

 

[SteveM]

Show us an algo that is profitable over time , using that. Chart means nothing

Is it absolutely necessary for every single comment to be rude, dismissive and condescending?

 

[bone]

Is it absolutely necessary for every single comment to be rude, dismissive and condescending?

I looked at the first five pages of his posts after that comment above - yeah, you nailed it. Didn’t provide any Algos, either.

 

[SoesWasBetter]

Well, maybe I'm not as hip as you guys, but those charts mean nothing to me. Is there some sort of pattern there that I would want to trade with real money?

 

[2rosy]

blast from the past. worked with someone who used this about 8yrs ago. it did well at the time