Has anyone try to pair SPY and ES futures ?

Discussion in 'Strategy Development' started by ctarmor-et, Jun 1, 2008.

  1. I was going to analyze pairing SPY and ES mini but I figure I ask if anyone in ET has already tried it/analyzed ....

    I am looking something like 500 shares of SPY against 1 ES mini contract.....

    any ideas ? comments ?
  2. The pros already arb the SPY against the ES and keep them in line, so there is not much an individual can do with the pair and make money.
  3. bespoke


    sure, pair it for 1/100th of a second

    you'll have better luck doing program buy/sell modes. at least those might last a few seconds
  4. I though it was an impossibility as an individual trader ... thanks for the input ....