spread beetwen the futures with different series

Discussion in 'Index Futures' started by jenek-cowboy, Aug 14, 2008.

  1. Hello, my name Evgeniy. I from Russia. I want to talk about an differrent price of index futures(not only index but on stock too) witn different serial and about influence of expiration on this situation..

    I noticed that the spread may be constant entire period nearest futures trading ore vary slightly..But then the day to mate is a week the spread can change rapidly in different direction..I suspect that this situation depends how to lead arbitrazhery and hedger in the trading period of nearest futures..
    Opinions?

    P.S I trading only a futures on Russia index RTS. We have futures with six-month period...
    Best Regards.
    From Russia with Love :)
     
  2. Hello everyone... It is good data above.. But i want to learn much more about buy and sell programm.. My question is how i can calculate a buy and sell threshold? Opinions