Arbitrage

Discussion in 'Index Futures' started by StockApprentice, Sep 6, 2002.

  1. I am always looking for arbitrage strategies.... one thing that caught my eye recently was the difference between the DIA stock and the DOW Industrials Index... and consequently the DOW emini futures. Can anyone explain the reason that the stock is kept at a premium...or should I just go buy a good book on futures pricing....?

    Thanks
     
  2. H2O

    H2O

    Take a look at www.2hedge.com
    They offer McSpread

    Hope this helps
    If you have more questions, PM me
     
  3. Thanks for your help, but it wasn't beneficial. I'm looking for specific information about the DIA stock vs. the futures... not really looking for an expensive program...
     
  4. bone

    bone ET Sponsor

    Please study up on the concept of "Fair Value" and terminate this thread accordingly.