Spread trading

Discussion in 'Index Futures' started by andrasnm, May 20, 2001.

  1. I am a long term commodities buff but have been out for a
    while from the "Ferrari" of the speculation while me and
    a few million others were engulfed in the Nasdaq wonder
    years. I now opened an account with IB and will fund my
    account for US futures. My question is this - if you do
    similar stuff - like trade spreads on financials and currencies (which I intend to do) give me some pointers.
    Any good book or newsletter(on the cheaper side) etc. etc.
    I know 90% of the spread guys out there are Ag buffs and
    prefer the seasonals from the financial side. I don't
    know live-stock from preferred stock so I will stick to
    finance for now. ;)
  2. elon


    hi there,

    While this may fall into the category of meats and grains, we do offer a spread service that has done well and touches financials as well.
    here is the next one:
    Buy Sep 01 British Pound(IMM) / Sell Sep 01 Canadian Dollar(IMM)
    Enter on approximately 06/28 - Exit on approximately 07/23

    Percentage Correct 87 Protective Stop (1199)
    Average Profit on Winning Trades 1441.54 Winners 13
    Average Loss on Trades -2453.12 Losers 2
    Average Net Profit Per Trade 922.25 Total trades 15