rajeevmogha
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Do any one know how to trade NIKKEI vs TOPIX ?
Does their weighting method makes any difference in calculating hedge ratio.
Does their weighting method makes any difference in calculating hedge ratio.
Trading Idea
- Thread starter rajeevmogha
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galeonbaster
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Hm.... interesting, did you find answer to this question?
Since I traded the spread in February last year, -820 is the lowest. The highest traded is last year October at +450. It's quite wide and I love the swing to zip in and out, though I don't know where it's going, there are always some Yum trades here and there as long as you spend time
