I LOVE the HSI futs!

kiwi_trader · Nov 22, 2005

As one who has a high regard for both def and mokwit I think the tone/content was misinterpretted.

While on the thread:
a) I do love HSI ... and the new 30% lower commissions!
b) My connectivity has been 100% in the period since the last discussion.

Regards to all.

joesan · Feb 25, 2006

I feel currently SGXNK and Kospi200 is more volatile and trendy than HSI. Anybody feels the same ?

fes · Aug 10, 2006

Does anybody know where I can buy historical data (EOD) for mini Hang Seng?

Willleung · Aug 13, 2006

Quote from fes:

Does anybody know where I can buy historical data (EOD) for mini Hang Seng?

If you are in Hong Kong,

www.cyberquote.com.hk

truffles · Aug 13, 2006

Those are 1-min data, but it should not be too difficult to derive EOD-data from them:

http://www.scmagic.org/English/Pages/Backtesting.htm

Ask them for data in CSV-format. Maybe they can even accomplish the EOD-conversion for you.

Regards
truffles

javs5150 · Aug 13, 2006

Quote from joesan:

I feel currently SGXNK and Kospi200 is more volatile and trendy than HSI. Anybody feels the same ?

How is the volume on these. How is the slippage.

Trader_Herry · Aug 14, 2006

Quote from joesan:

I feel currently SGXNK and Kospi200 is more volatile and trendy than HSI. Anybody feels the same ?

They are much more liquid than HSI.
You should not find any difficulty to fill in about 30 contracts at one price.

However you will find it problematic to fill 5-10 contracts at once in HSI. You will experience a few slippage then.

kiwi_trader · Aug 14, 2006

Quote from Trader_Herry:

However you will find it problematic to fill 10 contracts at once in HSI.

Only if you expect to do it with a market order ... you can easily fill 10 contracts at a desired price normally (obviously not as it breaks out on its way to the next pause).

But I do agree that the "liquidity" of sgxnk is much higher. What is lacking is the gyrations that the hsi does that may let you fill at a significantly better average price than you could have on a more orderly market like the sgxnk.

Trader_Herry · Aug 14, 2006

Quote from kiwi_trader:

Only if you expect to do it with a market order ... you can easily fill 10 contracts at a desired price normally (obviously not as it breaks out on its way to the next pause).

But I do agree that the "liquidity" of sgxnk is much higher. What is lacking is the gyrations that the hsi does that may let you fill at a significantly better average price than you could have on a more orderly market like the sgxnk.

Yes, I am meant to say filling 5-10 contracts instantly and at the same price. Quite often, there is only 1-4 contract at one price. Sometimes it may go to 5-9. A few may have more than 10. You may see 30-100 orders sitting at a few significant prices.

Are you filling your orders bit by bit while HSI is moving sideways (and wait for the breakout)?

How much volume do you trade?

kiwi_trader · Aug 14, 2006

Quote from Trader_Herry:

Yes, I am meant to say filling 5-10 contracts instantly and at the same price. Quite often, there is only 1-4 contract at one price. Sometimes it may go to 5-9. A few may have more than 10. You may see 30-100 orders sitting at a few significant prices.

Are you filling your orders bit by bit while HSI is moving sideways (and wait for the breakout)?

How much volume do you trade?

LOL not nearly as much as I'd like to be. I think you'd have to ask def about how the truly big boys approach getting filled although you are clearly seeing it in the market anyway.

I fill after my trigger ... so I get the trigger to say long and I set a mix of limit orders to get filled. For most setups I get 3-8 points of price improvement. None of the 30s and 50s are mine