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, Lcfxtrader
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.
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: http://www.mrci.com/pdf/charts.php Recomended reading material: For Futures: The Encyclopedia of Commodity and Financial Speads Trading Spreads and Seasonals For Stocks "Pair" trading check these guys out: http://www.pairtrader.com/index.php Good luck
Trade date: 3/5/09 & 3/6/09 Ratio: 5:6 Spead: buy Time: buy @ 6pm - sold @ 6:30am Result: +300 Logic: none