trading a spread between two underlyings

C

cognitivefun

I think the relative gap between smallcap and bigcaps will narrow, fundamentally speaking.

If I want to trade on that, is there a better strategy than short smallcap index and long bigcap index so as to be delta neutral?

Thank you!
 
Does ER2 have options? Even better (margin wise) might be spreads using futures options that are subject to SPAN.
 
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