Thursday July 29th 2010 : Sell Order at 2715 (cash level) of the Systematic Trading Model on Eurostoxx

Publié le par Boursif

The systematic trading model is selling futures when the Eurostoxx index is breaking 2715 (cash level) on the downside.
If the order is executed, the position is bought back at 17h35 (
Paris time) at the closing bell.

If the market is opening with a bearish gap below 2715 the model is waiting until a come back to 2715, then it sells futures.

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