KOSPI 200 Insane Bid Size

Quote from RedDuke:

Hi Dont,

How did you come up with arbitrage observation?

Thanks,
redduke
More...

I run a spread sheet that works out where the future should be and takes into account all the trading costs it was hovering 1 pt inside the arb that is very unusual, normally shows very aggressive buying.
 
Quote from dont:

I run a spread sheet that works out where the future should be and takes into account all the trading costs it was hovering 1 pt inside the arb that is very unusual, normally shows very aggressive buying.
More...

Thanks, is this your proprietary work? if not, do you mind sharing it?

Regards,
redduke
 
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