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What Type of Strategies for Stock Index Futures

nielsb

Joined
4/21/11
Messages
25
Points
13
Hi guys!

(I do not know if this is the right forum. Moderators, please feel free to move this thread to a more suitable forum.)

First a couple of disclaimers;
1. I am a newbie in these forums
2. I am a newbie in the quant world

OK, so having that out of the way. At the moment I am working on a project to adapt an open source trading system to a particular geographic market. I have now come to the part when I just want to see if what I have done works :), and I would like to test this by applying some test strategies on stock index futures.

So my question is what type of strategies would you guys tend to use when it comes to stock index futures?

Niels
 
nielsb said:
Hi guys!

(I do not know if this is the right forum. Moderators, please feel free to move this thread to a more suitable forum.)

First a couple of disclaimers;
1. I am a newbie in these forums
2. I am a newbie in the quant world

OK, so having that out of the way. At the moment I am working on a project to adapt an open source trading system to a particular geographic market. I have now come to the part when I just want to see if what I have done works :), and I would like to test this by applying some test strategies on stock index futures.

So my question is what type of strategies would you guys tend to use when it comes to stock index futures?

Niels
Click to expand...

I think the question is a bit unclear... What specifically are you trying to test. If you have some data analysis in your system and want to check how the program connects the net, how database works, etc. @Troy might tell you something useful
 
Tsotne said:
I think the question is a bit unclear... What specifically are you trying to test. If you have some data analysis in your system and want to check how the program connects the net, how database works, etc. @Troy might tell you something useful
Click to expand...
Hi Tsotne,
You are right - my question is probably a bit vague. I guess I was asking more along the lines of; what typical algo / quant strategies are being used for stock index futures trading. I obviously don't ask what particular strategies someone is using, but more along the lines of what types of strategies. Does that make sense?

Niels
 
Yeah that's why I suggested to ask troy your question. He's involved in similar things and he gives useful answer.
 
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