I Done Bought Me a SSF!

Discussion in 'Financial Futures' started by hii a_ooiioo_a, Feb 3, 2003.

  1. So if i sell the feb contract and buy the march contract, I just wait until the feb contract expires and hope that the spread becomes smaller? Is this what pair trading is? Does the spread usually become smaller as the contract is about to expire?
     
    #51     Feb 9, 2003
  2. I would ask in the other Ssf thread that was started by Eldridge who does pairs trading. Actually I did ask. Because I don't know how it works either.
     
    #52     Feb 9, 2003
  3. Do SSF's get the 60/40 tax treatment like other futures?

    Thanks
     
    #53     Feb 9, 2003
  4. corvus

    corvus

    Nope, SSFs are "narrow-based"...they are treated exactly the same as trading the underlying.
     
    #54     Feb 9, 2003
  5. vorzo

    vorzo

    hii,

    I will join you tomorrow, getting my feet wet with SSFs.

    Good trading,
    vorzo
     
    #55     Feb 9, 2003
  6. Good luck. Start Small is all I will advise you at this moment.

    Especially monday morning opens, are such a tricky moment. I'd recommemd one or two contracts for your first attempt. :)

    Strategies are starting to form in my mind, based on the use of stop-losses as well as trailing stops, which are essentially stop-losses that ratchet themselves up to lock in gains. The basic questions are about size of moves, size of gains needed to be worth cashing in on. Wheels are slowly starting to turn in my mind, that's about as far as it's gotten so far . . .
     
    #56     Feb 10, 2003
  7. vorzo

    vorzo

    hii,

    I couldn't trade today because cable was down.
    Did you get rid of the 2 QLGC contracts you had? It gapped up to 33.20, then down to 32.40, back up to 33.80, down to 33.00 then up to 33.40. Whoa, what a ride! Did you trade it some more?
     
    #57     Feb 10, 2003
  8. I didn't trade today either. If I had had a sell order for $33.80 I could have gotten out with just a $10 loss.

    I do think the main thing is to work up a strategy of placing orders that will let you profit almost automatically. That's what I'm trying to focus on now. Creating trailing stop-loss orders that let you take profits from smaller moves, and continue gaining in larger moves.
     
    #58     Feb 10, 2003

  9. why r u trading the SSF on qlgc rather than the equity itself? What is the strategy?
     
    #59     Feb 10, 2003
  10. p.s I assume margin considerations... A?
     
    #60     Feb 10, 2003