Tools for pairs trading & arbitrage

I would enjoy reading the thread, could you post a link?

 

Is it possible someone can give me an example -past or present- on pairs trading in futures?

 

any other companies that provide the softare platform?

 

Here's what I am tracking:

Download the DOW & S&P daily close data from Yahoo Finance into Excel.

Multiply the futures tick value to come up with the futures notational value (YM = $5, ES = $50).

Subtract the YM notational value from ES notational value.

Create a chart based on the sum.

You should be able to see a range as to when to short YM and long ES on a 1:1 basis.

 

Thanks for your comments. Can I use Pairstrader finder software to achieve this easily. ?Thanks

 

http://www.elitetrader.com/vb/showthread.php?s=&threadid=134253

 

They don't state it on their website, but you can import futures into the software, just need a real time subscription from IQfeed then you can import any futures you like, I do it myself and find some pretty interesting trades. Just email them, they always answer pretty quick.

 

Yes I agree their response is very fast. I read on their website that they allow data from IB . I have an a/c with IB and I will check with them again. IQ feed costs $55 per month .

Thanks

 

Never used their software. There is a good divergence system on Factory Forex that trades the EUR/USD vs USD/CHF.