Discussion in 'Financial Futures' started by Prime Trader, Mar 22, 2006.
Looking for future arbs to trade, any ideas?
1. Look at the implied interest rate between futurees months in various markets and basically 'borrow' money from one, 'lend' to the other.
2. If you can take delivery, trade the spot futures month, on a swap basis.
If you really have money, why do you ask questions like this?
look at cme education.
they give the algorithm for index arb and the basic idea/premise should easily be exploited to other markets.
maybe ice/ipe or nymex have similar stuff for the cracks, or cbot for the crush?
all this stuff will be food for thought.
may want to also look at seasonals & spreads for the longer pull.
Big S&P versus eMini S&P when the pit is closed. Same with the Nasdaq contracts. You might be able to pick-off some orders. CBOT metals versus COMEX metals? CME Eurodollars versus SIMEX Eurodollars? E-Bay Metals versus the futures? Look into it.
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