arb'ing indicies futures/etc

Please don't mis-construe my snideness as "tagging you." I've spread these indices many, many times and although I think it's a risky strat (particularly during earnings season) it's clear you have a solid game plan. Nice trade.

 

That would be true at first glance, but there are [mathematically] precise ways to deal with the differences.

nitro

 

Try something else.

You'd be broke before you know it if that's the meat of your strategy.

Agreed.