Point and Figure charting: A computational methodology and trading rule performance in the S&P 500 futures market

Clustering in the futures market: Eviden

Clustering in the futures market: Evidence from S&P 500 futures contracts

✍ Adam L. Schwartz; Bonnie F. Van Ness; Robert A. Van Ness 📂 Article 📅 2004 🏛 John Wiley and Sons 🌐 English ⚖ 129 KB 👁 2 views

## Abstract We document trade price clustering in the futures markets. We find clustering at prices of x.00 and x.50 for S&P 500 futures contracts. While trade price clustering is evident throughout time to maturity of these contracts, there is a dramatic change when the S&P 500 futures contract is