Sc/rd

I use to trade this spread a lot. It didn't work as well after RD got booted out of the S&P 500. Sometimes there are inexplicable variations. SC is more difficult to short and has a higher spread. Also be careful of the ex-dividend dates which are different. But if you're patient, there's still money to be made in them.
 
Quote from JWKirkland:

Anyone trading this spread?
More...

Yeah, me. I'm under water to the tune of $2500 after a week and a half. Screw this horseshit, I'll stick to the easy money. Stat arb is too much like guessing to me.
 
Yes,

For some years, constant making money.
Some negative trades, but overall very satisfied :D

Don't add to a losing spread, look at the trend of the spread. Good chance your trading against it.....
 
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