Futures Spread Trading

Discussion in 'Strategy Building' started by cml2949, Dec 1, 2006.

  1. There are numerous spreadable markets and the list keeps growing. Eurodollars are a natural and FX is full of them. Trade 6E / 6S...that can be a wild ride but a scalpers delight. There's also alot of good speading $$ to be made between NYMEX and ICE contracts. Look at e-Brent / WTI. QM / WS at NYMEX alone. over at ecbot you got crack spreads like beans to bean oil. Spread es / ym.
     
    #11     Dec 13, 2006
  2. Currently spread trading the Pound/Euro fx futures. Right now long the spread :)...
     
    #12     Dec 13, 2006
  3. i like doing calendar spreads on ags (corn)

    and I like spreading indexes.

    like long ES, short YM and that sort of thing
     
    #13     Dec 13, 2006
  4. cml2949

    cml2949

    what is also not bad is doing the nikkei dollar vs. the nikkei yen . .
     
    #14     Dec 14, 2006
  5. jheacock

    jheacock

    anybody ever heard of M & N Trading? if so, any thoughts?
     
    #15     Dec 14, 2006
  6. minmike

    minmike

    The Nik dollar vs nik yen seem to trade pretty lokc step. Are there any reasons that they should diverge?
     
    #16     Dec 14, 2006
  7. cml2949

    cml2949

    nope not that I know of.. I was looking to do some spreads in the currency markets .. like the pound against the yen.. any suggestions on that? or with other spreads traders like here?
     
    #17     Dec 15, 2006
  8. Pound v. Euro is my favorite spread right now, great way to play both off of each other and some nice pip swings over a few days.
     
    #18     Dec 16, 2006
  9. cml2949

    cml2949

    Looking at the 1's, 5's, 60's, and Daily charts British Pound vs. Euro both move very closely..

    Whats the volume like on those 2; tight market?

    I noticed for every 2 BP = 1 EC.. What's a tick worth buying and selling that spread 12.50?


    Thanks

    cml2949
     
    #19     Dec 16, 2006
  10. I am curious ... do other spreaders besides myself

    when I do spreads sometimes adjust the ratios of the instruments they are spreading when one side has a
    more pronounced move than the other
    and they are on the wrong side of the spread or do
    some of you just

    A: close out the positions
    B: adjust the ratios
    C: reverse the spreads
     
    #20     Dec 16, 2006