Quant development: Is there any way for an individual to do Index arb on nIkkei OCE/SGX/CME or Nifty SGX/CME
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big problem is currency risk…although CME has Yen denominated futures now…but sure..you can do arb
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how? where ? what capital? any clues?
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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)
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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?
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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
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Their are various multiple asset algo trading & datacentre companies offer that kind of services i.e RTS…..
From a Linked In group discussion
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