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MacroNinja
Forum:
Emini and Emicro Index
January 23rd, 2016, 03:27 PM
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Interaction between a financial index futures market and the corresponding index.
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Posted By
MacroNinja
1. If the markets become too far out of line, the...
1. If the markets become too far out of line, the stat arb firms will step in to close the gap for example by selling the futures, and buying the entire S&P 500 basket.
2. At cash open, ES...
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January 23rd, 2016, 03:27 PM
