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Strategies & Market Trends : Shorting SPY for fun and profit.

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To: JDinBaltimore who wrote (321)	2/2/2000 5:27:00 PM
From: fut_trade	Read Replies (1) of 346

JDB, are you still looking into the premium indicator prem.x from quote.com? I have looked at it in detail. It's just the the price of the future minus the SPX. However, I think their SPX price is slightly incorrect at times compared to other sources. They also have a premium quote for the e-mini -- eprem.x. It has nothing to do with fair value. The fair values of the MAR00 future minus the SPX for the last two days are 8.14 and 7.71 (from cnnfn.com). Thus going long the SPX future costs a bit, while going short pays you that interest. I wouldn't use prem.x as a short term indicator; although you may have good success with it. I plan to trade the SPX futures about 1 to 4 times Round Trip every two weeks using a carefully optimized timing signal.

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