Any FTSE Traders lurking about?

Was LIFFE Connect down between 8:09 and 8:22 BST or was it just the LIFFE-IB line? I have a gap but not on Eurex.

 

I base everything on Index points with regards contract size, as for currency a ratio of 2:3 for FTSE/DAX.... u need the beta, so you could argue a Long Dax Short FTSE position is effectively net Long, but then again were betting on discrepancies at the extemes of the spread.

 

No problems with Liffe this A.M, which makes a change

 

What trading front end and charts do you use?

 

Reuters & bloomberg Pro, J-trader & various spreadbet accounts

 

to KAP

where can i find literature or interesting sites on this subject ?

I have been trading for a few years using futures ( eurostoxx dax and ftse), without any hedging

I would like to study alternative strategies, especially hedging, as it lowers your risk and is more foregiving than what i am doing now

thx

 

I am not aware of any books etc relating to the subject outside of an Invesment banks own Quantitive research.

 

http://pairstrading.com/content.asp