KOSPI 200 Insane Bid Size

Discussion in 'Trading' started by RedDuke, Oct 4, 2010.

  1. If Deutsche Bank´s Tokyo quant desk wouldn´t have beenn resolved, I would say they hit the wrong "button"...:D
     
    #11     Oct 5, 2010
  2. dont

    dont

    I run a spread sheet that works out where the future should be and takes into account all the trading costs it was hovering 1 pt inside the arb that is very unusual, normally shows very aggressive buying.
     
    #12     Oct 5, 2010
  3. RedDuke

    RedDuke

    Thanks, is this your proprietary work? if not, do you mind sharing it?

    Regards,
    redduke
     
    #13     Oct 5, 2010
  4. dont

    dont

    sorry its proprietary
     
    #14     Oct 5, 2010