Mcgee and delilah binary trading
5 unilateral commission for stock index futures trading, net profit is 1. Taking the 5-6 times leverage level in Chinese stock index futures market, actual profits for investors can reach about 10 in 36 days. Vast experiments on data shows that futures with large volumes, high-frequency turnovers and good fluidity suit this strategy better, for it reduces possibility of jumps (See Table 1).
With less jumps, the price range and trend established during the first few minutes of market open can sets the tone for the rest of the day, making high and Figure 3. 3-dimentional accumulative profits for parameter optimization.