Pair Trading with...

LOL im sure P2 would be in this thread if he weren't too drunk to respond, and my neighbors just ccame by and told me to "take it down". Ahh Friday night.
 
:) DIA probably not, QQQ is plenty granular.


For the confused, my use of the term in this context refers to the number of transparent price levels in the SPY or QQQ vs. the same equivalent move in the futures.

It can be easier to get out of a SPY or QQQ position at a favorable price than the futures. All this being measured in 1 to 3 second timeframes, my personal favorite.
 
Originally posted by GreenDog
Spiders and Diamonds??

Anyone trading SPY and DIA pair on an "intraday" basis??

Just pulled up some quick charts and at least for the lsat several days, it looks like they converge and diverge fairly regularly (albeit not by much).

Thanks,

GreenDog

(not an alias)
More...
I have looked into this pair - I do not see how to take advantage of the "mispricings" without having lightning fast executions and probably by computer...

I may give it a try...

nitro
 
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