I investor50 Jul 8, 2009 #1 I think today's fv(-4.02) at programing trading is wrong because selling program kick in when prem<=-4.02.
I think today's fv(-4.02) at programing trading is wrong because selling program kick in when prem<=-4.02.
K Kevin Schmit Jul 8, 2009 #4 Quote from jeb9999: FV depends on the interest rate you use. indexarb.com says -3.80. More... Besides interest rates, you need borrowing costs, transaction costs, convenience yield, dividend schedule.... You also need two numbers, one for buying and one for selling. I have -4.50/-2.90 basis the ES.
Quote from jeb9999: FV depends on the interest rate you use. indexarb.com says -3.80. More... Besides interest rates, you need borrowing costs, transaction costs, convenience yield, dividend schedule.... You also need two numbers, one for buying and one for selling. I have -4.50/-2.90 basis the ES.
D Don Bright Jul 8, 2009 #5 Quote from investor50: Can any trader tell me today's fv? More... http://www.stocktrading.com/Tradinginfo.htm We use an estimate between "long money" and "short money" interest rates for our calc's. As a back up if you like. Don
Quote from investor50: Can any trader tell me today's fv? More... http://www.stocktrading.com/Tradinginfo.htm We use an estimate between "long money" and "short money" interest rates for our calc's. As a back up if you like. Don
