E-mini S&P500 alternative = SPY?

Discussion in 'ETFs' started by SPT, Aug 26, 2016.

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  1. SPT

    SPT

    Hello

    is SPY stock version of E-mini S&P500? If so does it move almost identically?

    If SPY isn't, which stock version moves identically as E-mini S&P500?

    I am looking to trade SPY by looking at E-mini S&P500 chart and dom.

    How much is 4 ticks of ES equal to SPY? Is it 0.04?

    During first 2 hours of new york open, how many shares get traded at each 0.01 (1 tick)?

    Thanks!
     
    murray t turtle likes this.
  2. Metamega

    Metamega

    I think your main issue with comparing is that a tick in the ES is .25 cents while in SPY their is no minimum "tick", it can trade at any value. The DOM's aren't comparable.
     
  3. rmorse

    rmorse Sponsor


    SPT,

    It is relative to the cash SP 500 Index-SPX

    ES=50X
    SPY=10X

    Ratio is 5:1 You need to buy 500 shares of SPY to equal 1 ES
     
    SPT likes this.
  4. JackRab

    JackRab

    SPY is inferior to ES because it's an ETF and has less liquidity. ES has over 10x the $-volume traded per day. And ES is almost 24 hrs trading...
     
  5. Yes, except for some details about fees & carry.
     
  6. If you're planning to try to scalp the SPY by using ES data/charts, I doubt that will work. If you want to trade the SPY, get some real-time data for it.
     
  7. SPT

    SPT

    I already maxed out on how much I can trade with E-mini S&P500 without slippage and causing enormous profit target contract size on DOM. So I am thinking perhaps I can trade SPY on top of E-mini S&P500 for more contracts (shares). My plan was to whenever I go long on ES with bracket order (OCO). I can maybe do the same with SPY. In order to know what profit target and stoploss to put, that is the purpose of this thread.
     
  8. SPT

    SPT

    I wouldn't have time to look at SPY chart or DOM because I will be glued to ES DOM. Maybe doing SPY on top of ES is a bad idea. Not so sure. I am signing up for stock trading platform demo from many brokers.
     
  9. That's quite a statement about your trade size all by itself...
     
  10. Heavy hitter!
    heavy.jpg
     
    #10     Aug 26, 2016
    lawrence-lugar likes this.
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