esu5 against spy & +spyhs &

Discussion in 'Options' started by milstar, Jul 24, 2005.

  1. milstar



    Mbtrading offer e-mini today and OXPS would offer ...
    1. one of the best Depth of the market for futures
    Demo Mdtrader

    Can suspect that with patented DOME operator
    can not see he's order ,but only cumulative order
    from all operaotrs of one CME member .
    Operator on stock and options market can see one
    SPY with level 2/or ARCA/ and control front running and delay

    Tape reading tactic possible with DATEK streamer last sales
    but not with MD trader .

    correct ? If yes stock and options technology have advantage against future technology

    2. Parkinson Hi-Lo intraday volatility was at 07/22/2005

    a. For SPY 122.63-123.56 possible margin 4
    possible theretical win approx 3.16 % on low basys
    b.ESU5 123800 -122725
    on margin 500$ - approx 107.5 %
    on margin 300$ -approx 179.16%
    c. for +SPYHS - 1.25-1.7 approx 36 %

    clear can buy not SPY ,but heavy SPY component
    XOM 58.15-59.70 approx 10.66%
    +xomhl 0.55-1.1 100%
    But at 07/22/2005 ESU5 have had more win .
    /nd more liquidity/

    Some comment about role of future /and future technolgy/ by stock and options speculation welcome ...

    Your respectfully