what a bunch of f*cking morons here in this thread (with the exception of two or three persons) who claim to be traders and know shit ! ! ! :eek: :eek: :eek: It's because of the dividends clueless retards (yes, that feels good). No wonder you people don't make money.
Show of hands...who here actually makes their daily bread on the difference between the Futs and Cash? Not as an Indicator to execute something else ...but those who execute Futs or Cash on the basis of relative misalignment? Thank you.
Thanks for the clear, straight to the point explanation. Well done! More posters like you are needed to neutralize all the BS that is injected into this site on a daily basis.
I should let you guys know that I'm looking for talent with regard to "index arb" Thus all the questions.
Shall I ask again?? What do you think is a reasonable number of stocks to have in your replication basket for arb'n the SnP 500 ? Or heck pick the index you like and list your number of replication stocks for the basket.
Unless you can compete for capital and transaction costs with firms like GS, it's unlikely you can do it in a statistically meaningful manner. Plus dey got dem really big 'puters.