SSO (and the like) would not have been created without the ability for arbitrage. Will try to provide some more color on the relationship between SPY/ES/SSO/SDS in the days/weeks ahead. Looks like it will require the use of some synthetics.
RKB: Actually, recording prices at the granularity necessary to study these strategies in today's environment is relatively difficult. I am learning to program, and was forced to outsource the development of my recording software to a third party.
I will try to put some information together as to the steps necessary. The basic software can be found on a previous post entitled, "Index Arbitrage for the DIYer".
6 comments:
Is there any arb betwwen SPY and SSO (proshares ultra s&p500)? Thanks.
SSO (and the like) would not have been created without the ability for arbitrage. Will try to provide some more color on the relationship between SPY/ES/SSO/SDS in the days/weeks ahead. Looks like it will require the use of some synthetics.
Thanks for visiting.
what about commodity based etf's and their futures counterpoint?
-we
I have a GLD/GC spread I've been meaning to put up.
Hey Jason. Can you put up a tutorial on how you pull data into excel? I know it is basic but I'm just getting started. Love your blog by the way.
RKB: Actually, recording prices at the granularity necessary to study these strategies in today's environment is relatively difficult. I am learning to program, and was forced to outsource the development of my recording software to a third party.
I will try to put some information together as to the steps necessary. The basic software can be found on a previous post entitled, "Index Arbitrage for the DIYer".
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