Arbing the NQ

Discussion in 'Trading' started by savage, Jun 19, 2002.

  1. savage


    Is anyone out there arbing the NQ against the QQQ. By my calculations, if you had $12,750 you could do this. $1,500 margin for for 1 NQ contract....$11,250 margin for 800 shares QQQ. Curious if anyone has experimented with the figure. For example, today when PREM was .20, buy 1 nq & sell 800 QQQ until prem = fair value ~1.8. How much would you make doing that???

  2. its just 800 QQQ

    against 1 E mini NQ

    best attempted outside of regular mkt hours

    of course risk is higher then too