Is there still an edge?

[traderTX]

Quote from TraDaToR:

bump.

On the globex price banding pdf( http://www.cmegroup.com/globex/files/PriceBanding.pdf), I only see an electronic market for the corn/wheat spread and the south american/north american soybeans spread.

What am I missing?

Which broker offer those spreads?

Thanks.

Tradator: only the calendar spreads (one month vs other month same commodity) are traded as a spread, but the CME recognizes many spreads, but they have to be legged. (not hard with any elec. order entry like X-trader). For a complete list of the spreads, I've attached a link to the CME page. Go to the CME ags, CME forestry, and the CBOT ags to get all of the info.

http://www.cmegroup.com/CmeWeb/html.wrap/wrappedpages/clearing/pbrates/PBISHomePage.htm?h=2

 

[TraDaToR]

Thanks a lot TraderTX,

That was my point, there are no distinct order book for intercommodity spreads.

It is harder to make a market when you have to leg in, although I understand it can be done with dedicated software.

 

[crgarcia]

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.

Trade long term, with low to no leverage, following main trends.

All commodities/foreign currencies are moving more and more in unison, and will continue to do so.