futures arbitrage question

Z

z32000

With all the talks of how professionals arbitrage futures and cash price, is it possible to do this within your own online broker?

Say I have interactive brokers and I wanted to short the futures and the cash price...

Is there a precise way to do this, so that once the prices meet up...you can close both positions.

Is this what the basket order function is for? I would think there would be a function to determine how far they are apart from one another point and percentage wise.
 
This will explain Index ARB, it is very difficult as a retail investor to exploit any inefficiencies in the spread. You need a lighten' fast broker and the abilty to basket trade the components in an index.

http://www.indexarb.com/
 
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