I think I know the answer to this, but is it possible to arb the spot and futures, at the retail level, no heavy duty computer doing the scanning, using, say, IB? Particularly interested in the AUD/USD.
what would you be using to do the calc... excel sheet? unless you got the equipment and the software i wouldnt do it. check out statsoft.com the software does statistical correlation testing and you dont need heavy duty computing power just get a Virtual machine desk install the trial on it register it ... take a virtual machine snapshot and reload that snapshot everytime and it will reroll the trial software.. or you can buy it its always good to have options lol
You're not going to win with this approach. Just watch the tick changes and look at the spreads and you'll see what I mean. On the futures open there's occassionally a few pips to be made. And every once in a long while (see AUD/USD on 12/26/08), something weird happens. But otherwise it's like trying to arb ES vs SPY or QM vs DIA.