Stock Index Spread Trading Opportunities

Discussion in 'Index Futures' started by bone, Nov 20, 2009.

  1. bone

    bone

    Steve, you're not just a pretty face.
     
    #11     Dec 10, 2009
    EdgeHunter likes this.
  2. ah...got it!
     
    #12     Dec 10, 2009
  3. Bone...do you do Spot Forex (not Forex Futures) spread trading?...I.E. Buy EUR/USD and Short GBP/USD????.....or...Short EUR/USD and Short USD/CHF?...thus, exposing the divergences?
     
    #13     Dec 10, 2009
    EdgeHunter likes this.
  4. bone

    bone

    No, but I have a serious prospect who did that for several years. I have my clients spreading BP vs. Euro, CDN vs. Euro.

    The biggest thing I get from the Forex market are some very, very good statisitical and fundamental modeling correlations to other products outside of FX. That's all I can really say about that. Hint Hint: Did you know that the Australian dollar has a really high correlation to mineral-reliant natural resources stocks? (think Rio Tinto)
     
    #14     Dec 10, 2009
  5. #16     Dec 10, 2009
  6. l2tradr

    l2tradr

    #17     Dec 10, 2009
  7. nothing new here

    www.cmegroup.com has indexes ratios and margin for each different spread
     
    #19     Dec 10, 2009
  8. eur/chf=eur/usd x usd/chf

    eur/usd=eurgbp x gpb/usd
     
    #20     Dec 10, 2009