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RE: CASH index is poor model for Oddball & Variants



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I don't understand why this is a problem, you can calculate the cash if your
concerned about
 the changes overnight on globex.


>
> Beyond the well known fact that trades placed at market open
> on the cash
> index do not reflect the futures open due to globex activity
> (in which case
> price can have already moved substantially during globex away
> from prior day
> close)
>

>