Eurostoxx / Dax arb

Discussion in 'Trading' started by edgetrading, May 25, 2007.

Have you made over EUR 10,000 from this trade?

  1. Yes

    3 vote(s)
  2. No

    3 vote(s)
  1. There appears to be a mispricing in the relationship between the Eurostoxx and Dax futures on Eurex.

    Now is therefore a good time to buy Eurostoxx and sell Dax.

    Please let me know if you have success with this trade.
  2. KS96


    There appears to be a lack of understanding
  3. It's not an arb. its a spread trade. I
  4. I've made a hell of alot more then that using the Euro Stoxx and Dax relationship to trade these products outright.
  5. What relationship do you look at? Ratio, spread, cointegration parameters, something else?
  6. FGBS


    news headlines... hit the stop button when german stock hits the headlines
  7. what is the span on that spread trade?
  8. I normally hold it for a few days. And go to the Platinum Bar to kill the time while waiting.