Quote from will2205:
Well I work at Minneapolis Grain Exchange. They have just closed the floor, so the traders need to find an edge that is available in online trade. Like I said before, some locals are talking about making markets on spreads like: MWE/ZWE, Or front/deferred calandars. When I say front deferred i mean like Z8/Z9 and such. I was told by on trader "The front is for show, the back is for doe."
I just trying to see what others think.
Quote from will2205:
Just wondering if anyone believes there is still an exploitable edge available in the online futures environment. Some Trading professionals I have spoke with claim one possible strategy is becoming a market maker on obscure intermarket and calandar spreads.
Quote from will2205:
Well I work at Minneapolis Grain Exchange. They have just closed the floor, so the traders need to find an edge that is available in online trade. Like I said before, some locals are talking about making markets on spreads like: MWE/ZWE, Or front/deferred calandars. When I say front deferred i mean like Z8/Z9 and such. I was told by on trader "The front is for show, the back is for doe."
I just trying to see what others think.
Quote from TraDaToR:
ZWE? I don't understand how you can make a market on an intermarket/interexchange spread since AFAIK it's not a contract by itself like calendars with distinct order books...You have to leg in right? Or am I stupid?![]()
For calendars, it must be possible to play MM like on another market but it's difficult to find which spread to trade since it's hard to get spread T§S datas, volume... and most spread bid/asks are really thin.