One legal way to hedge futures

Discussion in 'Index Futures' started by andwhysee, Jul 22, 2023.

  1. traderjo

    traderjo

    There is no guarantee the open leg will move in the direction you want
    Are you talking about Intermarket spread if so then the play is about relative performance NOT closing one and HOPING other comes back !
     
    #11     Jul 23, 2023
  2. maxinger

    maxinger

    Sorry about your trading losses.
    Trading is definitely not that straightforward.
    So how much $$$ have you lost so far?


    I guess you are trying to imply there are some illegal ways of hedging futures.

    How about

    One legal way to hedge futures
    ---->
    One illegal way to hedge futures
     
    Last edited: Jul 24, 2023
    #12     Jul 24, 2023
  3. schizo

    schizo

    There's nothing illegal about simultaneously going long NQ and short ES. This is in fact a viable "hedge". However, it won't work as the OP outlined in his first post (eg. once you get out of NQ, hope and pray ES will reverse so that you can recoup the loss). Once you liquidate NQ, it's no longer a hedge!
     
    #13     Jul 24, 2023
    murray t turtle likes this.
  4. nitrene

    nitrene

    My experience watching the major US indexes & futures:

    (YM + NQ) / 2 = ES

    It does depend on the sectors in favor and to what degree but I think over the long term this equation does hold. Because of the skewed AI beneficiaries, NASDAQ has outperformed by more than the usual margin.

    Its pretty close for the YTD:

    6.8% DJIA
    18.6% S&P 500 (formula would have predicted 20.55%)
    34.3% NASDAQ Composite
     
    #14     Jul 24, 2023
  5. %%
    LOL only if you plan on a profit.
    { I put DIA derivative different}
    Big assumptions/ worked a bit long stock+ sell ES\
    then when all ran for exits in OCT 1987\big assumption = big error.
    Trust me ;
    or if he is a real hard head like my bro/learn everything the hard wayLOL:D:D
     
    #15     Jul 25, 2023
  6. timdug

    timdug

    didnt we have a similar postingt last week? This shit works until it doesnt. You have to make sure you dont let that -100 on ES get away from you as it does not always just go down the way you say it does. Also, why dont you just hedge the NQ with a further dated NQ cal and work a cal spread? Nobody is interested in cal spreads and it blows my mind.
     
    #16     Aug 2, 2023
  7. traderjo

    traderjo

    Is it not true doing calendar spread ( futures to futures) between Index futures is futile .. ? because unlike Cal spread in agri / commodity products Index calendars does not have seasonality?
    Am I correct ?
     
    #17     Aug 2, 2023
  8. mervyn

    mervyn

    it is not common because the expiration date is just one, assuming you long back month and short front month. in any case, I usually do that during the year end holiday season, buy a december call and sell june or september call.
     
    #18     Aug 3, 2023
  9. traderjo

    traderjo

    I am referring to Futures to Futures calendar spread I think you are talking about Options spread
     
    #19     Aug 3, 2023
  10. Pekelo

    Pekelo

    That is correct. Nevertheless that is inherent with any hedging strategy.
     
    #20     Aug 3, 2023