Arbitrage

[StockApprentice]

I am always looking for arbitrage strategies.... one thing that caught my eye recently was the difference between the DIA stock and the DOW Industrials Index... and consequently the DOW emini futures. Can anyone explain the reason that the stock is kept at a premium...or should I just go buy a good book on futures pricing....?

Thanks

 

[H2O]

Take a look at www.2hedge.com
They offer McSpread

Hope this helps
If you have more questions, PM me

 

[StockApprentice]

Thanks for your help, but it wasn't beneficial. I'm looking for specific information about the DIA stock vs. the futures... not really looking for an expensive program...

 

[bone]

Please study up on the concept of "Fair Value" and terminate this thread accordingly.