Is trading equity future spreads actually a thing too? Like ES (S&P 500) versus NQ (Nasdaq 100) and similar? It seems there is plenty of action, even intraday, there.
/NG-/HH spread trading
- Thread starter heispark
- Start date
Oh sure, most certainly. There's quite a bit of sector rotation going on, and a few of the more popular spreads are Dow Jones mini versus Russell 2000 mini, ES versus NQ, DJ EuroStoxx 50 versus FTSE... that type of thing.
Model them carefully and have a good understanding of what is driving order flows between them.
https://www.cmegroup.com/education/whitepapers/stock-index-spread-opportunities.html
https://www.cmegroup.com/education/...understanding-equity-intermarket-spreads.html
Model them carefully and have a good understanding of what is driving order flows between them.
https://www.cmegroup.com/education/whitepapers/stock-index-spread-opportunities.html
https://www.cmegroup.com/education/...understanding-equity-intermarket-spreads.html
It is, and is not, at the same time.
NG is physical, HH is financial. Here's an example of NQ and YM...
From the horses's mouth...
So you get a 55% credit on the interspread. Not bad, all things considered.
Is there a list somewhere of most popular or most traded spreads?
For what precisely - equity indices futures? There would be literally tens of thousands of potential spread combinations in the exchange listed universe.
I am only trading spreads for a couple of months now next to my other systems so i don't have much experience.
For now i am just looking at NQ-ES, YM-RTY, ES-YM, NQ-YM and also 2 currency futures spreads GBPUSD-EURUSD and CADUSD-AUDUSD and ZW-ZC.
I guess i am fine with those for now but i was just wondering which spreads are the most popular and most traded. I know there are also treasury spreads but i did not trade them yet since i am only trading micro spreads for now.
Just wondering what else is mostly traded so i can add some spreads once i decide to deposit more money into this account and go beyond micros.
There are literally tens of thousands of inter and intra market spread combinations - and the inter market spreads you have mentioned are on the riskier end of the spectrum.
I tend to emphasize intra market spreads that do NOT include the prompt months and where there is sufficient volume and open interest in the exchange supported combinations.
We are doing a shit ton of STIRS and Nat Gas at the moment.
I tend to emphasize intra market spreads that do NOT include the prompt months and where there is sufficient volume and open interest in the exchange supported combinations.
We are doing a shit ton of STIRS and Nat Gas at the moment.
Not always but when expiration comes closer, spread very often gets narrower. IMHO, it can be a decent edge until it blows my account......
