[nielsb]

Hi all!

I am new here on the forum (as you can see ), but anyway ....

When reading through various forums (here, and other forums), there are quite a few posts regarding algo / quant strategies for stock trading. However, there are not much regarding algo / quant strategies for stock index futures.

So, my question is what type of "popular" strategies for stock index futures there are, if any. I obviously do not ask what specific strategies anyone is using, but what types of strategies are being used and considered working good for stock index futures.

Thanks!

Niels

[Tradewinds]

Originally Posted by nielsb »

what type of "popular" strategies for stock index futures there are, if any.

My personal preference for the SP e-mini, ES, is to use the NYSE Advancers minus NYSE decliners.

[nielsb]

Originally Posted by Tradewinds »

My personal preference for the SP e-mini, ES, is to use the NYSE Advancers minus NYSE decliners.

Interesting - Thanks Tradewinds!

Niels

[Tams]

Originally Posted by nielsb »

Hi all!

I am new here on the forum (as you can see ), but anyway ....

When reading through various forums (here, and other forums), there are quite a few posts regarding algo / quant strategies for stock trading. However, there are not much regarding algo / quant strategies for stock index futures.

So, my question is what type of "popular" strategies for stock index futures there are, if any. I obviously do not ask what specific strategies anyone is using, but what types of strategies are being used and considered working good for stock index futures.

Thanks!

Niels

the algo is very simple:

when the moving average is going up, BUY.
when the moving average is going dn, SEL.

[nielsb]

Originally Posted by Tams »

the algo is very simple:

when the moving average is going up, BUY.
when the moving average is going dn, SEL.

Hello Tams! That is extremely insightful!!!!! It is almost as good as: "buy low, sell high"!

Thanks!!!

Niels

[MadMarketScientist]

Originally Posted by nielsb »

Hello Tams! That is extremely insightful!!!!! It is almost as good as: "buy low, sell high"!

Thanks!!!

Niels

Tams - maybe you can clarify your strategy ... do you use 10 day, 20 day, 200 day?

[Tradewinds]

I'm also relying heavily on my oscillating studies. Price is constantly oscillating up and down. My oscillating studies will only go in one direction for so long. Typically, in a down trend, one of my oscillating lines will only go up once in a cycle. If that line that only typically goes up once in a price cycle, suddenly goes up for 3 bars, it's usually the bottom. So if the trend is down, and I short every time that line goes up, statistically, the odds are in my favor. Even at the bottom, when the line can go up for 3 bars, the odds are I can reverse at a very small loss, or break even. So it's worth taking that small loss at the very end of the trend in order to stay with the trend for as long as possible.

[nielsb]

Originally Posted by Tradewinds »

I'm also relying heavily on my oscillating studies. Price is constantly oscillating up and down. My oscillating studies will only go in one direction for so long. Typically, in a down trend, one of my oscillating lines will only go up once in a cycle. If that line that only typically goes up once in a price cycle, suddenly goes up for 3 bars, it's usually the bottom. So if the trend is down, and I short every time that line goes up, statistically, the odds are in my favor. Even at the bottom, when the line can go up for 3 bars, the odds are I can reverse at a very small loss, or break even. So it's worth taking that small loss at the very end of the trend in order to stay with the trend for as long as possible.

Very, very interesting Tradewinds, thanks!!

Niels