Recent content by rvtrader10

True. I would start with Equity Index futures (DAX, Eurostoxx, SP500), but effectively whatever is very liquid. Both manual or automatic trading. For example, I would not mind hearing about some good ideas about commodity trading too. Again, I don't want anybody to give out too much about their...

Hi All, I would be interested in learning more about futures trading. Would anyone of you share their ideas, without going into details about your own strategy? Thank you.

Thank you Sean. In fact, I am exploring different areas trying to understand where and how it's still possible to extract some alpha. In the example above, I was rather looking at some statistical RV on option prices rather than pure volatility arbitrage. To keep it straight: I would check...

What I am saying is: does it makes sense trying to extract alpha from i.e. a call on FTSE vs a call on DAX, same expiry date and out of the money by the same %, or ATM. Or the time decay can definitely play against me? Furthermore, it looks pretty tricky to analyse historical options...

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.

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!

Can you enlighten me on where this kind of trade is properly explained? Thank you.

Is it a good idea trading an index option versus another index option, assuming that correlation between the two indices is high? Basically playing one equity index to be more volatile than the other? Or given the features of options there are too many risks involved? Thank you

Hi All, I am researching the possibility of trading one security (i.e. index futures) based on the correlation with another security at t-1 (effectively every kind of index, rate, bond, currency, with a lag of minutes-hours-days). What do you think about that? Thank you!

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!