Quant development: Is there any way for an individual to do Index arb on nIkkei OCE/SGX/CME or Nifty SGX/CME

(Last Updated On: April 8, 2011)

Quant development: Is there any way for an individual to do Index arb on nIkkei OCE/SGX/CME or Nifty SGX/CME

big problem is currency risk…although CME has Yen denominated futures now…but sure..you can do arb

how? where ? what capital? any clues?

By Index arb, I assume you are referring to the arbitrage between Osaka or
Simex futures to the cash Nikkei. I know this is done by firms like
Susquehanna….I don’t have any details for you. I was doing arb between
OSE options, Merc options, and all the futures. Plenty of details for that.
With the cash trade, you would need several million dollars, I would
assume, for buying 225 stocks.

From: Ultra-Low Latency Direct Market Access (ULLDMA)

NO I was not referring to CSH /Futures but same month Futures on same index on 2 diff exchanges. Like Nikkei Futures on SGX / Osaka/CME or Gold futures on eCBOT and Commex alos when you say you were doing arbs between OSE options? what does that mean ? OPtion on same underlying on 2 diff exchanges?

here is a flourishing trade taking place arbing between OSE future and Simex future…it is almost a HFT . I did it.

I also arbed between various options and futures on all exchanges as a trader on BofA’s prop desk

for more info…you’ll have to hire me…I’m looking for a job! haha

Their are various multiple asset algo trading & datacentre companies offer that kind of services i.e RTS…..

From a Linked In group discussion

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!
This entry was posted in Quant Development and tagged , , , , , , on by .

About caustic

Hi i there My name is Bryan Downing. I am part of a company called QuantLabs.Net This is specifically a company with a high profile blog about technology, trading, financial, investment, quant, etc. It posts things on how to do job interviews with large companies like Morgan Stanley, Bloomberg, Citibank, and IBM. It also posts different unique tips and tricks on Java, C++, or C programming. It posts about different techniques in learning about Matlab and building models or strategies. There is a lot here if you are into venturing into the financial world like quant or technical analysis. It also discusses the future generation of trading and programming Specialties: C++, Java, C#, Matlab, quant, models, strategies, technical analysis, linux, windows P.S. I have been known to be the worst typist. Do not be offended by it as I like to bang stuff out and put priorty of what I do over typing. Maybe one day I can get a full time copy editor to help out. Do note I prefer videos as they are much easier to produce so check out my many video at youtube.com/quantlabs