Comment Comment by module0000 As a former software engineer turned algorithmic commodities trader, my lessons:* The VIX(futures contract) is the most accurate pulse of the equity futures market I have seen.* The price of the VIX is no more important intra-day than the depth of the VIX's inside bid/ask.* When VIX depth adjusts, so do equity future prices, over the course of 5-10 seconds.* Be fast, I mean really fast. Or better, program your trading platform to be fast so you don't have to. parent module0000 7 years ago
* The VIX(futures contract) is the most accurate pulse of the equity futures market I have seen.
* The price of the VIX is no more important intra-day than the depth of the VIX's inside bid/ask.
* When VIX depth adjusts, so do equity future prices, over the course of 5-10 seconds.
* Be fast, I mean really fast. Or better, program your trading platform to be fast so you don't have to.