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SELLING at 44-46

BUYING at 35-37

SELLING at 42-44

BUYING at 31-33. All positions closed now.

BUYING at 40-42

SELLING at 47-50

BUYING at 41-43

SELLING at 48-50

Buy at 41-43

Sorry, didn't post any trades today, I was tied up on other spreads - very hectic and busy day here. I likely would have traded in and out of the SPY/DIA today. There looked like some opportunity to get out of the current short positions around 40 early in the day, but I saw later that it was...

I don't know the historical correlation, beyond looking at the daily correlation roughly over the past year, just to get a general idea. My opinion is that historical data provides poor indication of future results and may be even be detrimental when providing a false sense of security...

Thanks to all who have shown interest in this thread. This is some of the methodology that I use in trading this spread. I have seen it done by dividing one price by another and using that ratio (and other variations), and of course, there are other equally valid methods being used. I...

Sell (adding to position) at 35-37

I haven't calculated exactly what the margin is for the spread with IB. I believe it is about $3500-$3700, which seems reasonable, but I'm sure there are more favorable terms among other futures firms if that is of primary importance in your trading.

Selling at 31-33

Looking to BUY at 24-26

Looking to SELL at 31-33

Looking to BUY at 21-23. I am looking for that functionality in MSN or AOL messenger, not on ET, but thanks anyway.

Looking to SELL again at 30-32. Surprisingly good movement in the spread during this holiday period. I will continue to post here for the time being, while I find a messaging service that allows me to message to all members of a group at a time (any ideas?). Best wishes to everyone for a...

Looking to SELL at 22-24.