Hey folks, Need some help in learning how to create spread multipliers based on a given spread ratio. Does anyone know the proper way of constructing a good multiplier if I come up with a decent ratio. It can get pretty complicated when dealing with treasury futures as leg 1 and some other decimal quoted leg such as Eurodollars as the second leg. It becomes even more of a headache because I use CQG for charting which quotes the decimals differently than say Xtrader (which is what I use for trading). Any pointers or resources on constructing these would gladly be appreciated. Can't seem to find any info online on this.
The CME site has a lot of info. For instance, this: http://www.cmegroup.com/trading/int...lar_Futures_Interest_Rate_Building_Blocks.pdf
Here's a video that explains what I'm trying to get good at. http://www.youtube.com/watch?v=LEWNKYK1z70&list=PLCnaCAxNEkkWC3jCD2xi7qkUgE7mOQJcQ&index=8 The spread multiplier is the way you can represent a spread in CQG or some other charting software. It's actually pretty complicated because I need the multiplier to represent equal weightings of the spread ratio. Spread ratio and multiplier are 2 different things. Hope that explains it a bit. It's kinda hard to explain I guess.