F FastandFurious Aug 3, 2009 #11 Quote from eusdaiki: Shouldn't you consider Cost of Carry as part of the "ES" price when comparing to the SPY? More... the cost of carry is essentially what you are trading. SPY are receipts of its underlying equities.
Quote from eusdaiki: Shouldn't you consider Cost of Carry as part of the "ES" price when comparing to the SPY? More... the cost of carry is essentially what you are trading. SPY are receipts of its underlying equities.
L limitupmike Aug 6, 2009 #12 i think you are better off spreading different futures months.. but what do i know.. i would also spread something like natty or corn
i think you are better off spreading different futures months.. but what do i know.. i would also spread something like natty or corn