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What's the best ranging symbol?
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What's the best ranging symbol?

  #1 (permalink)
new york
 
 
Posts: 2 since Nov 2018
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What's the best ranging symbol?

What is the best ranging instrument out there? Just going up and down randomly all day long in a range? And if it's trending, there are no big spikes? I'm looking for something great for a intra-day mean reversion strategy?

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  #2 (permalink)
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  #3 (permalink)
Austria
 
 
Posts: 234 since Jan 2017
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Eurodollar

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  #4 (permalink)
Provo + UT/USA
 
 
Posts: 5 since Jun 2019
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ES is fine for this

I would say that SP500 futures would work with a mean reversion strategy, possibly using VWAP, but will have to develop a specific strategy for it.

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