spreading futures and ETF, how to be price neutral?

Discussion in 'Trading' started by FastandFurious, Jul 30, 2009.

  1. FastandFurious

    FastandFurious

    the cost of carry is essentially what you are trading. SPY are receipts of its underlying equities.
     
    #11     Aug 3, 2009
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  2. limitupmike

    limitupmike

    i think you are better off spreading different futures months.. but what do i know.. i would also spread something like natty or corn
     
    #12     Aug 6, 2009
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