Spread Trading ES & YM

Discussion in 'Index Futures' started by LCFXTRADER, Feb 28, 2009.

  1. I am new to the concept of spread trading. I did an internet search and found an interesting PDF on the CME site. I have decided to learn more about this subject specifically trading the ES & YM futures contracts. I ask anyone that trades spreads to please share your ideas.

    Thank you,
  2. Trade date: 2/27/09
    Ratio: 5:6
    Spead: Sell
    Time: 6:30am - 8:00am
    Result: +700.00
    Logic: none
  3. mohdnaved


    I trade synthetic spreads but a little more advance than S&P vs Dow Jones.

    I am doing it in European Indices like CAC vs Dax.
  4. Midas


    I spread some ETF's and stocks. It has been a very consistant trading strategy for me.

    Since you trade futures you might also look into seasonal spreads.
    These guys have good historical data:


    Recomended reading material:

    For Futures:
    The Encyclopedia of Commodity and Financial Speads

    Trading Spreads and Seasonals

    For Stocks "Pair" trading check these guys out:


    Good luck
  5. Trade date: 3/5/09 & 3/6/09
    Ratio: 5:6
    Spead: buy
    Time: buy @ 6pm - sold @ 6:30am
    Result: +300
    Logic: none