It is an overnight hold strategy- that's it. Pretty simple - (no ma's, fib's, vwap etc.)
My strategy buys a group of futures at 15:59:30 at limit (one tick above ask) to make sure I get filled on all three (very important all get filled - it is a non-correlation strategy)
And sell the group at 07:30:00 am at limit bid (minus one tick to make sure of fill)
Here is my email [email protected]
Thanks!
Mike
Comment