Futures spread ratios and multipliers

R

rolando87

Hey folks,

Need some help in learning how to create spread multipliers based on a given spread ratio. Does anyone know the proper way of constructing a good multiplier if I come up with a decent ratio.

It can get pretty complicated when dealing with treasury futures as leg 1 and some other decimal quoted leg such as Eurodollars as the second leg. It becomes even more of a headache because I use CQG for charting which quotes the decimals differently than say Xtrader (which is what I use for trading).

Any pointers or resources on constructing these would gladly be appreciated. Can't seem to find any info online on this.
 
Quote from rolando87:
----spread multipliers....
----spread ratio.
----proper way of constructing....
----pretty complicated....
----treasury futures....
----Eurodollars....
----CQG....
----Xtrader....
More...
Please provide a better "visual/mathematical" description of what you're attempting to do. :cool:
 
Here's a video that explains what I'm trying to get good at.

http://www.youtube.com/watch?v=LEWNKYK1z70&list=PLCnaCAxNEkkWC3jCD2xi7qkUgE7mOQJcQ&index=8

The spread multiplier is the way you can represent a spread in CQG or some other charting software.

It's actually pretty complicated because I need the multiplier to represent equal weightings of the spread ratio. Spread ratio and multiplier are 2 different things.

Hope that explains it a bit. It's kinda hard to explain I guess.
 
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