tag:blogger.com,1999:blog-709390629316238746.post6750721361236457315..comments2023-04-16T05:11:52.660-04:00Comments on Don Miller Trading Journal: Thursday Notes - My First FESX TradeDon Millerhttp://www.blogger.com/profile/13263493919935087931noreply@blogger.comBlogger1125tag:blogger.com,1999:blog-709390629316238746.post-36876167070252444572008-10-30T18:43:00.000-04:002008-10-30T18:43:00.000-04:00Don - good to hear that the stoxx treated you well...Don - good to hear that the stoxx treated you well...too bad I cant collect a finder's fee from Eurex for introducing the two of you :) My car needs a new set of tires ha.<BR/><BR/>Based on your comments that you used the dow to trade the ES based off of relationships, I suspect that you'll do very well once you get the hang of the dax/stoxx relationship. <BR/><BR/>If nothing else, you can probably use the stoxx as a hedge against the ES if your connection to CME goes down. I bet it would be pretty close if you just factored in the exchange rate.<BR/><BR/>I spent the majority of the day doing prep work for some software I am getting built by a remote freelancer to help me out with some data analysis. <BR/><BR/>One of the items I am working on is downloading the DOM every few seconds to see how much size one could move throughout the day & how much slippage they would incur in trading that size. This could be used to compare markets such as the Dax, Stoxx & ES in a way that I have not seen before. I'm not sure how useful it would be, but you never know until you try.<BR/><BR/>Regards,<BR/>EricAnonymousnoreply@blogger.com