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HSI Calendar Spreads
- Thread starter ig0r
- Start date
Quote from Runningbear:
I think you could make a lot more than 50 points a month, trading the HSI. It's a pretty average return - 600 or so points a year on an index in the 13000s.
Runningbear
Yes but if 50 points a month can be made with minimal risk, then scaling up wouldn't be a problem
def pointed the short version of the solution out: the theoretical pricing. I was jumping allready a step or two ahead. Try to make some theoretical calculations of contracts in a spreadsheat. You will see that the spread reflects the difference in intrestrates (when a dividend goes ex, it changes both contract prices). You can't really gain or lose much, better to play some sort of short hk dollar future play (if that exists ?). In other words this makes no sense.
Quote from cvds16:
def pointed the short version of the solution out: the theoretical pricing. I was jumping allready a step or two ahead. Try to make some theoretical calculations of contracts in a spreadsheat. You will see that the spread reflects the difference in intrestrates (when a dividend goes ex, it changes both contract prices). You can't really gain or lose much, better to play some sort of short hk dollar future play (if that exists ?). In other words this makes no sense.
Yes, now I understand why. By short hk dollar do you mean short HK long dollar? What does that have to do with spreading HSI?