Is there an existing thread on optimal CME membership structure/type for Prop Shops trading Globex?
buy low sell high!
just looked at the link you sent. The bid in GEZ4-GEH5 spread = GEZ4 bid - GEH5 ask, etc... looks finr to me.
I am surprised that the CME's implied spreading system, Eagle, has not been mentioned here. Eagle effectively removes the arb between 2 outright...
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