Recent content by AntelopeStew

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    Correctly constructing a DAX/FTSE spread

    What is the correct way to construct and weight a spread on the DAX and FTSE index futures? The formula I am using with the esignal spread tool is (AX H8-DT * 25 * '6E H8') - (Z H8-EEI * 10 * '6B H8'). That is, (the index value of the DAX times 25 EUR times the value of the EUR futures...
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