hey all - Would welcome any help. I am trying to make neutral the FTSE 100 and CAC40. (Near term futures). Z@LIFFE and CAC40@MONEP
Can someone help me understand the £/€ weightings? i.e. multiplier on FTSE = 1000 and multiplier on CAC40 = 10. So, if I long/short 1:1 this I will undoubtedly get...