Can you modify MRCI Strategies With A Nearer Term Contract &/or Mini Contracts?

Friday, 26 August 2011 06:04 Melissa Moore
Print

Is there a significant difference in trading results if one uses a nearer term contract month for trading MRCI seasonal strategies?

In most cases, the strategies we present employ the delivery month which exhibits the best statistics.  However, we cannot say with any surety how other deliveries will perform in any specific instance, but logic suggests that generally they would behave similarly.

 

Because the requested amount of margins is so high, I'd like to trade the Mini Sized Contracts. So i ask you, is it correct to consider MRCI statistics about Full Contracts?

Yes! You can use MRCI statistics for trading mini futures contracts as they correlate 100% with the big/regular sized contracts.

Last Updated on Tuesday, 11 September 2012 07:18