Trading Systems and Methods

Trading Systems and Methods

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Services such as Bloomberg have continually updated volume for nearly all markets. ... Intraday Patterns Figure 12.15 shows the intraday tick volume patterns for four futures markets, crude oil, the German DAX, NASDAQ, and U.S. 30-year bonds. ... Soon after 2005, the Eurex extended hours to match the U.S. trading sessions, so the DAX now trades until 20:00, the close of the U.S. equity index markets.

Title:Trading Systems and Methods
Author:Perry J. Kaufman
Publisher:John Wiley & Sons - 2013-01-10


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