Arbing the NQ

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

  1. savage

    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 programtrading.com 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???

    Savage
     
  2. its just 800 QQQ

    against 1 E mini NQ

    best attempted outside of regular mkt hours

    of course risk is higher then too