Any FTSE Traders lurking about?

Quote from just21:

You have to adjust for currency and contract size so you are trading the same size. This works out as trading more FTSE than DAX contracts. Kap, does this also negate the higher beta of the DAX?
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I base everything on Index points with regards contract size, as for currency a ratio of 2:3 for FTSE/DAX.... u need the beta, so you could argue a Long Dax Short FTSE position is effectively net Long, but then again were betting on discrepancies at the extemes of the spread.
 
Quote from just21:

Was LIFFE Connect down between 8:09 and 8:22 BST or was it just the LIFFE-IB line? I have a gap but not on Eurex.
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No problems with Liffe this A.M, which makes a change :)
 
to KAP

where can i find literature or interesting sites on this subject ?

I have been trading for a few years using futures ( eurostoxx dax and ftse), without any hedging

I would like to study alternative strategies, especially hedging, as it lowers your risk and is more foregiving than what i am doing now

thx
 
Quote from eutrader:

to KAP

where can i find literature or interesting sites on this subject ?

I have been trading for a few years using futures ( eurostoxx dax and ftse), without any hedging

I would like to study alternative strategies, especially hedging, as it lowers your risk and is more foregiving than what i am doing now

thx
More...

I am not aware of any books etc relating to the subject outside of an Invesment banks own Quantitive research.
 
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