Registered: Apr 2010
Posts: 37

CME publishes the ratios for their ICS (Intercommodity Speads) and you can extrapolate out of that a ration for any hybrid. The trick is how you adjust your ratios based upon what the market is telling you. I tweak mine all the day, often during the session.

http://www.cmegroup.com/trading/int...ity-spread.html

Registered: Dec 2008
Posts: 25

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Quote from Martinghoul:

You should be able to find it here:
http://www.elitetrader.com/vb/showt...ex&pagenumber=2

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Registered: Dec 2008
Posts: 25

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Quote from greg25:

Ok thanks, I have it

Thanks a lot.

Greg

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