ES/NQ Relative Ratio???

J

J_Commisso

Hey guys if one wanted to measure the performance of a NQ strategy with an ES strat -- what would be a reasonable ratio?

Like I know 1ES point is worth 2.5 times that of the NQ, but is it neccasarily wise to measure relative performance with that same ratio?

Curious to know others thoughts...

PEACE,
Commisso
 
best way is to equalise daily dollar volatility. At the moment, a ratio of 2 NQ per 1 ES is probably about right. It is not constant, so you need to re-evaluate regularly.
 
Originally posted by dozu888
would be a more reasonable compare.
More...

I agree. When NQ was at 4000 it was apples to oranges with ES. Now it's apples to apples. Or something like that. :(
 
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