When Should Investors Trade in the European Futures Markets?

Abstract

When should investors trade? A badly executed trade can negatively impact the performance of even the best idea. This is a particularly acute problem for international investors who have to trade in multiple markets, each with slightly different trading hours and market structures. This article examines the intra-day volume, spreads, and volatility in the European futures markets. We believe that this analysis will help active European market investors develop better trading strategies.