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  1. Trading the S&P/DJIA spread

    SELLING at 44-46
    Post by: esc_trader, Jan 7, 2003 in forum: Index Futures

  2. Trading the S&P/DJIA spread

    BUYING at 35-37
    Post by: esc_trader, Jan 7, 2003 in forum: Index Futures

  3. Trading the S&P/DJIA spread

    SELLING at 42-44
    Post by: esc_trader, Jan 7, 2003 in forum: Index Futures

  4. Trading the S&P/DJIA spread

    BUYING at 31-33. All positions closed now.
    Post by: esc_trader, Jan 7, 2003 in forum: Index Futures

  5. Trading the S&P/DJIA spread

    BUYING at 40-42
    Post by: esc_trader, Jan 7, 2003 in forum: Index Futures

  6. Trading the S&P/DJIA spread

    SELLING at 47-50
    Post by: esc_trader, Jan 7, 2003 in forum: Index Futures

  7. Trading the S&P/DJIA spread

    BUYING at 41-43
    Post by: esc_trader, Jan 7, 2003 in forum: Index Futures

  8. Trading the S&P/DJIA spread

    SELLING at 48-50
    Post by: esc_trader, Jan 7, 2003 in forum: Index Futures

  9. Trading the S&P/DJIA spread

    Buy at 41-43
    Post by: esc_trader, Jan 7, 2003 in forum: Index Futures

  10. Trading the S&P/DJIA spread

    Sorry, didn't post any trades today, I was tied up on other spreads - very hectic and busy day here. I likely would have traded in and out of the...
    Post by: esc_trader, Jan 6, 2003 in forum: Index Futures

  11. Trading the S&P/DJIA spread

    I don't know the historical correlation, beyond looking at the daily correlation roughly over the past year, just to get a general idea. My...
    Post by: esc_trader, Jan 6, 2003 in forum: Index Futures

  12. Trading the S&P/DJIA spread

    Thanks to all who have shown interest in this thread. This is some of the methodology that I use in trading this spread. I have seen it done...
    Post by: esc_trader, Jan 4, 2003 in forum: Index Futures

  13. Trading the S&P/DJIA spread

    Sell (adding to position) at 35-37
    Post by: esc_trader, Jan 3, 2003 in forum: Index Futures

  14. Trading the S&P/DJIA spread

    I haven't calculated exactly what the margin is for the spread with IB. I believe it is about $3500-$3700, which seems reasonable, but I'm sure...
    Post by: esc_trader, Jan 3, 2003 in forum: Index Futures

  15. Trading the S&P/DJIA spread

    Selling at 31-33
    Post by: esc_trader, Jan 3, 2003 in forum: Index Futures

  16. Trading the S&P/DJIA spread

    Looking to BUY at 24-26
    Post by: esc_trader, Jan 3, 2003 in forum: Index Futures

  17. Trading the S&P/DJIA spread

    Looking to SELL at 31-33
    Post by: esc_trader, Jan 3, 2003 in forum: Index Futures

  18. Trading the S&P/DJIA spread

    Looking to BUY at 21-23. I am looking for that functionality in MSN or AOL messenger, not on ET, but thanks anyway.
    Post by: esc_trader, Dec 31, 2002 in forum: Index Futures

  19. Trading the S&P/DJIA spread

    Looking to SELL again at 30-32. Surprisingly good movement in the spread during this holiday period. I will continue to post here for the time...
    Post by: esc_trader, Dec 31, 2002 in forum: Index Futures

  20. Trading the S&P/DJIA spread

    Looking to SELL at 22-24.
    Post by: esc_trader, Dec 31, 2002 in forum: Index Futures
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