Futures&Index Arbitrage - free lunch??

[Martinghoul]

To imagine that you can implement any "cash-and-carry"-style strategies when your broker's market for financing is 300bps wide is rather, how to say, misguided?

 

[xandman]

I think you're referring to dispersion trading - and nope, that's also going to be fuly automated away from retail.

I do mean Futures Arbitrage. I think EP Chan has it as one of his first strategies in his book if I remember correctly.

Agree, dispersion might be following in its footsteps.. ivolatility is actually selling a turn-key platform to do dispersion trading.