Support Board
Date/Time: Mon, 10 Mar 2025 10:30:03 +0000
Post From: etf/futures data
| [2022-03-17 21:09:22] |
| Chucky - Posts: 18 |
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I'm working at an IB, and we indeed are doing lots of index arbitrage trades. For some reason, I wanted to include ETFs as well, as those can spice things up vs the underlying assets, so futures vs the stock index itself can differ, but what about an ETF vs futures vs the stock components themself. I've read tons of books, and they seem to play the mispricing in the ETF premiums usually, so those will be the first starting points, I'm afraid data quality will be key as these opportunities are rare to find, but will keep you updated. Reading through the site as we speak. Will try Teton as well for futures, moving to another broker just now. You are correct, without huge capital (like investments banks have) you can't run this strategy at all, but with cryptos you could do some stuff, as you can buy 0.0001 BTC for example, while you can only buy 1 TSLA. Date Time Of Last Edit: 2022-03-17 21:13:54
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