Trading the Spread / Delta1

R

rvtrader10

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• Sep 15, 2010

• #1

Hi All,
I would like to explore more the relative value/spread trading world. Can anyone please give me some clues about interesting strategies in this space? i.e. dax vs eurostoxx based on annual and daily volatility of the futures.

Thank you all!

 

Martinghoul

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• Sep 19, 2010

• #2

What sorts of clues are you looking for, exactly?

 

R

rvtrader10

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• Sep 19, 2010

• #3

Just typical examples of spread trading/possible ideas to research further. I understand the subject is really wide indeed, but any sort of suggestion (even bizarre) will be deeply appreciated!

Many thanks!

 

Martinghoul

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• Sep 19, 2010

• #4

Well, linear regression would seem like a natural place to start, methinks.

 

M

MrGecko

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• Sep 19, 2010

• #5

look at pairs trading, it is a similar style of strategy

 

R

rvtrader10

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• Sep 20, 2010

• #6

I would rather keep it at the indices level, without getting involved with single names stocks.
Do you think there is still some alpha to extract there?
On the other side, I am looking to play a wide range of instruments, eventually falling in the options space too.

 

J

jesteruk

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• Oct 6, 2010

• #7

have a look at stocks and their indicies. you would be surprised how much you can make in this way