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To: John Madarasz who wrote (60160)11/22/2002 12:03:46 AM
From: At_The_Ask  Respond to of 209892
 
What they are describing is index arbitrage. When the cash gets too far above the futures they sell the cash and buy the futures and when it goes the other way they reverse. This adds no sustained directional bias to the market. It's pretty close to riskless trading which is why it can be trusted to computers.

Perhaps there is something they don't show or I missed.



To: John Madarasz who wrote (60160)11/22/2002 12:41:17 PM
From: mansan  Read Replies (1) | Respond to of 209892
 
John,

>>this isn't the service i get my info from...but it's still pretty informative>>

Where do you get your data? Can we got it (if it's cheap).

Thanks


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