Forum: Traders Hideout
February 2nd, 2015, 02:44 PM
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Replies: 6
Views: 6,528
THANK YOU! that is exactly what I was looking...
THANK YOU! that is exactly what I was looking for.
IV ratio of 1 to 1 on ES and NQ makes sense.
Here is what I came up with earlier;
ATR(14) of ES = 27.61; # of ticks in this range = 110.44...
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Forum: Traders Hideout
February 2nd, 2015, 12:35 PM
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Replies: 6
Views: 6,528
Achieve market neutrality for NQ and ES
Hi,
What is the correct # of contracts I need to buy/sell NQ if I am long/short ES, so that my gains/losses in ES/NQ are offset by gains/losses of the other instrument.
For example; if i am...
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