Spread Trading ES & YM

[LCFXTRADER]

I am new to the concept of spread trading. I did an internet search and found an interesting PDF on the CME site. I have decided to learn more about this subject specifically trading the ES & YM futures contracts. I ask anyone that trades spreads to please share your ideas.

Thank you,
Lcfxtrader

 

[LCFXTRADER]

Trade date: 2/27/09
Ratio: 5:6
Spead: Sell
Time: 6:30am - 8:00am
Result: +700.00
Logic: none

 

[mohdnaved]

I trade synthetic spreads but a little more advance than S&P vs Dow Jones.

I am doing it in European Indices like CAC vs Dax.

 

[Midas]

I spread some ETF's and stocks. It has been a very consistant trading strategy for me.

Since you trade futures you might also look into seasonal spreads.
These guys have good historical data:

http://www.mrci.com/pdf/charts.php


Recomended reading material:

For Futures:
The Encyclopedia of Commodity and Financial Speads

Trading Spreads and Seasonals

For Stocks "Pair" trading check these guys out:

http://www.pairtrader.com/index.php


Good luck

 

[LCFXTRADER]

Trade date: 3/5/09 & 3/6/09
Ratio: 5:6
Spead: buy
Time: buy @ 6pm - sold @ 6:30am
Result: +300
Logic: none