I am opening this thread with the desire to discuss spread trading the ES & YM contracts. Attached is a document from the CME that explains ratios, margin requirements, etc...
I would like to work together as a group to develope entry and exit strategies based off of these ratios. Please share your comments. Will post later tonight.
I would like to work together as a group to develope entry and exit strategies based off of these ratios. Please share your comments. Will post later tonight.
Attached File(s)
SP500_DJIA_Spreads_Final.pdf
647 KB
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