Eurostoxx / Dax arb

[edgetrading]

There appears to be a mispricing in the relationship between the Eurostoxx and Dax futures on Eurex.

Now is therefore a good time to buy Eurostoxx and sell Dax.

Please let me know if you have success with this trade.

 

[KS96]

Quote from edgetrading:

There appears to be a mispricing

There appears to be a lack of understanding

 

[trader151]

Quote from edgetrading:

There appears to be a mispricing in the relationship between the Eurostoxx and Dax futures on Eurex.

Now is therefore a good time to buy Eurostoxx and sell Dax.

Please let me know if you have success with this trade.

It's not an arb. its a spread trade. I

 

[trader151]

I've made a hell of alot more then that using the Euro Stoxx and Dax relationship to trade these products outright.

 

[qazwsxedc]

Quote from trader151:

I've made a hell of alot more then that using the Euro Stoxx and Dax relationship to trade these products outright.

What relationship do you look at? Ratio, spread, cointegration parameters, something else?

 

[FGBS]

news headlines... hit the stop button when german stock hits the headlines

 

[polee2000]

Quote from trader151:

I've made a hell of alot more then that using the Euro Stoxx and Dax relationship to trade these products outright.

what is the span on that spread trade?

 

[edgetrading]

Quote from polee2000:

what is the span on that spread trade?

I normally hold it for a few days. And go to the Platinum Bar to kill the time while waiting.