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Strategies & Market Trends : S&P Index Futures (Daytrading SP) -- Ignore unavailable to you. Want to Upgrade?

To: txx who wrote (274)	3/23/1998 4:00:00 PM
From: Jay Baca	Read Replies (1) \| Respond to of 350

I agree with Ratan about the out of poportion e-mini commission. Can't daytrade the e-mini. J

To: txx who wrote (274)	5/20/1998 6:52:00 PM
From: Michael Friesen	Read Replies (1) \| Respond to of 350

txx, What sort of arbitrage is being done between the NDX futures and the stocks? I know in the 1980's there was a lot of arbitrage opportunity in the S&P arena - the opportunity is now far less due to the big firms competing. The NDX futures volume seems to be only about 3000 contracts/day compared to the S&P's 100,000 or so, so perhaps the big firms aren't involved to a great extent (yet). How far do the NDX futures oscillate from fair value, and how does this compare to the S&P? Thanks, Michael Friesen