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

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To: studdog who wrote (1)	11/1/1997 12:49:00 PM
From: tom pope	Read Replies (2) of 346

timely question - i've been thinking for some time of an intermarket hedge, shorting the s&p futures and covering with a long in the russell 2000, to get the small cap effect without picking individual stocks. i don't know what the current margin would be with futures brokers for such a position tho - they probably sent their requirements to the moon following last monday. i'll wander over to the lind-waldock site to see if they post current requirements. tom

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