Tag Archives: SGX

Added Singapore’s SGX stock exchanges for scans to see hottest stocks in quant and trading reports

Added Singapore’s SGX stock exchanges for scans to see hottest stocks in quant and trading reports Register here to see what they look like

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!

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

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!