Nite Session U.S. Index Futures

Quote from osorico:

5/8/07 23:45 EST

Thanks for all the info on mini-Nikkei. Brings up some interesting issues.
A) Other than IB, I can't seem to locate a broker that handles it. I don't use IB. That raises other questions. I think the mini-Nikkei discussion needs its own thread.


Needless to say, I will be investigating the mini-Nikkei instrument.
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I agree about a mini Nikkei thread but would go further and say an Asian futures section would be good so we had a place where all these threads could be aggregated. We could look at HSI, KOSPI, SPI, Nikkei etc would be a valuable resource

Cheers

Cheers
 
volente 00, 3am ET is when the DAX opens. Does anyone here look at the DAX to see if there is a correlation between its price action and the price action of the overnight US futures.
 
Quote from vertigo3:

volente 00, 3am ET is when the DAX opens. Does anyone here look at the DAX to see if there is a correlation between its price action and the price action of the overnight US futures.
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Dax has been a lead indicator for the US indexes the past few months that I have been watching it


Cheers
 
Quote from Bogan7:

Dax has been a lead indicator for the US indexes the past few months that I have been watching it


Cheers
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I agree. Further it seems Asia, HSI of all things, leads the DAX.

Im glad you qualified this as only within the last few months. The current linkage or synchronization of world indexes is a phenomenon, anomoly, whatever you want to call it, unprecedented in history. This should be remembered while doing longer backtesting and analysis. IMO, this syncrhronization is not permanent.
 
It's these sorts of observations that create statistical edges for traders. Once they become widely known they lose their punch.
 
Quote from stevegee58:

It's these sorts of observations that create statistical edges for traders. Once they become widely known they lose their punch.
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I have been night trading ES and YM since 2005 and the 3:00 am fade trade still has a high win rate.
 
Quote from vertigo3:

volente 00, 3am ET is when the DAX opens. Does anyone here look at the DAX to see if there is a correlation between its price action and the price action of the overnight US futures.
More...



I only watch US futures. All I know is when 3:00 EST hits, the programs fire off and the volume spikes and fading it is a simple edge that has worked great since 2005.
 
Quote from volente_00:

I only watch US futures. All I know is when 3:00 EST hits, the programs fire off and the volume spikes and fading it is a simple edge that has worked great since 2005.
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I need to adjust my schedule slightly to play MDT. But I gotta tell ya, I've been looking at FESX (DJ Euro Stoxx 50). Liquidity right up to (and after) the U.S. open. Comparable margin compared to overnite YM.

I may need to change the title of the journal. :eek:

Osorico :)
 
If you like estx50 then look at bund (european equivalent of the tnote) as well. It opens one hour earlier than estx, has about the same size and trends slightly better than estx.
 
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