John J Veteran   Posts: 272 Joined: 8/3/2010 Location: Leduc, AB  User Profile | Hi LSJ, What you have posted is incredibly valuable information!! It didn't even cross my mind that it would be possible to determine market state in Futures. You certainly have found a way (I should obviously have thought of this doh..)! Let me ask you, since these are Futures; 1. Do you trade both long and short contracts? 2. How many symbols and commodity groups make up the port sim results? 3. What symbols have you found best correlates with the Bloomberg Commodity Index? Those are the questions I have for now. Thanks again...! | |
