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Yea its a 2/3 spread on the E-mini contracts NQ/YM. I just chart the notionals (using the contract multipliers). Most of the time these are just indicators that help me trade outright direction. My other stuff is all scripts and algorithms that aid me in my directional trading. This spread...

Sure. Here's a TOS chart of Friday Aug 16 RTH. The spread is weighted Long 2 NQU9 and short 3 YMU9. ES is in blue and the spread is in white. ES values on left and the cash value (notional) of the spread is on the right. Lower chart is detrended against the red line. The red line is a...

Let's start a real conversation about spreading index futures intraday. My observations: NQ/ES is a spread that is incredibly useful. It can lead the ES outright. It is incredibly important for day trading. Buying NQ boosts ES and buying in ES boosts NQ. Bottom line, when cash goes into...

Hey thanks for reading my thread. Check what I wrote in post #9.

Wow I think I just figured this out. I would have to do a Long Call/Short Put in QQQ while at the same time Short Call/Long Put in DIA. Now, balancing the legs is another thing entirely...or is it?

You need a real edge. Opening 50 browsers is a waste of your limited attention. Less is more.

Thanks for the suggestion but I think I have solved the problem. Just use hotkeys to send market orders for the less liquid E-Minis. I can blast off a bunch of market orders to initiate spreads like YM/RTY or NQ/YM and have hotkeys that can get me flat or reverse positions. Thanks for the...

Does the idea of making bets on this basis cause you fear and or anxiety? It should. The answer is that this is probably not enough and that others are doing more (much more). How far would you go to tilt the odds in your favor? The line is an attempt to aid yourself in determining when...

Oh, in terms of strictly financial pursuits. Well, I think that (aggressively) trading the capital markets is like being a gladiator in a Roman Colosseum. Fight for your life and respect your opponent. Its like any other extremely competitive business. Running businesses successfully is...

From my (naive) understanding, the long call gains intrinsic value as the short put loses it. This allows you to buy the synthetic future and have manageable exposure based on the size of each leg.

Dieting, lifting weights, and running/boxing/martial arts or HIIT. These are the only things that really excite me in a similar way. Funny thing is, after you get good at trading, nothing else can really compare. But, the things I just mentioned will always be great. Oh almost forgot...

Math wizard here. This is an art. You will not succeed unless you have an edge. The first step is to respect the game. Einstein knew probability theory. Do you?

Hey thanks for the answers so far. At present, I trade the NQ/YM spread at this ratio: Long 2*NQU19 Short 3*YMU19 This is about $304,164.40 LONG and $388,290 SHORT. This is not an arbitrage, it is a relative value trade. I am trying to understand if a similar type of trade is possible using...

I think some of the magic is that these guys are using straddles, strangles, and synthetic futures and so they have to use these (very sophisticated) adjustment techniques. I really prefer using equity index futures since you can spread them inter-market to tailor exposures instead of all this...

How about one of you sick equity options gurus run me through how I can lever up a spread like NQ/YM. I am thinking go long QQQ calls and short DIA puts? I'm a futures guy and I like having leverage but this options strategy is kind of intriguing. Can you scalp this? Would this be capital...

Get $100,000 and learn to trade index spreads.

The real edge is a combination of expertise and insight across multiple disciplines. Mathematics : Probability, Statistics, Random Variables (and so much more). Markets Knowledge : Expertise in the interpretation of financial securities and their use. Technology : Being able to use scripts /...

Ok guys I'm gonna try to keep this brief. Background: I have a Math Degree (High Honors); studied finance, programming, econ, stats, market history, trading, news and all of that. This stuff has become my life. Just assume that I'm ready to talk trading for real. When I say spread or...