e-mini oil futures rollover....when?

S

SideShowBob

Can anyone suggest when the best time to roll QM positions? I think tomorrow is the last trading day for December (QMZ6) and I see more volume tonight in the Jan contract. Would tonight be a better time or should I wait until the morning and better liquidity? I'm not trying to profit from the spread...just trying not to be crushed by it...

My position is short right now but of course next rollover I could be long....so I'd love it if anyone has general advice....

SSB
 
When we get close to expiry, I always load the next front month in my platform and start trading the new contract when the vol on the new contract exceeds the old one. The new one will become more active before the old one expires. Dec expires tomorrow.
 
Quote from Arnie:

When we get close to expiry, I always load the next front month in my platform and start trading the new contract when the vol on the new contract exceeds the old one. The new one will become more active before the old one expires. Dec expires tomorrow.
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Yeah, I basically do the same thing in my TWS (Interactive Brokers) but I was curious if you thought it was better to roll the night before the last trading day or the morning of....
 
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