Tag Archives: OCE

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

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

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