T Trend Fader Jul 7, 2005 #1 In a perfectly liquid market.. would the ES be trading exactly at the same price as the current futures contract?
In a perfectly liquid market.. would the ES be trading exactly at the same price as the current futures contract?
5 5yrtrader Jul 7, 2005 #2 no you have to factor in dividends and interest rate. Look on the cme website it tells you the calculation
no you have to factor in dividends and interest rate. Look on the cme website it tells you the calculation
T Trend Fader Jul 8, 2005 #3 Quote from 5yrtrader: no you have to factor in dividends and interest rate. Look on the cme website it tells you the calculation More... Let me ask this question then.. in a perfectly liquid market can the futures ever deviate from fair value?
Quote from 5yrtrader: no you have to factor in dividends and interest rate. Look on the cme website it tells you the calculation More... Let me ask this question then.. in a perfectly liquid market can the futures ever deviate from fair value?
N nkhoi Jul 8, 2005 #4 Quote from Trend Fader: Let me ask this question then.. in a perfectly liquid market can the futures ever deviate from fair value? More... not for long with all kind of auto program waiting at every ticks to arb that.
Quote from Trend Fader: Let me ask this question then.. in a perfectly liquid market can the futures ever deviate from fair value? More... not for long with all kind of auto program waiting at every ticks to arb that.
T Trend Fader Jul 8, 2005 #5 Quote from nkhoi: not for long More... I guess the answer is that they would never deviate.
