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Search: Posts Made By: sam028

Forum: Emini and Emicro Index

September 4th, 2012, 06:16 AM

Replies: 5

Relationship between CAC40 index and CAC40 September futures index.

Views: 6,003

Posted By sam028

I don't think you can do anything useful,...

I don't think you can do anything useful, watching the spread between the two. It would have been too easy ;).

Forum: Emini and Emicro Index

September 4th, 2012, 04:43 AM

Replies: 5

Relationship between CAC40 index and CAC40 September futures index.

Views: 6,003

Posted By sam028

I'm not sure lagging is the correct word: there...

I'm not sure lagging is the correct word: there is a small difference between the cash and the futures, which is stable, and decrease while the expiry date approach.
The cash index is a simple math...

Showing results 1 to 2 of 2

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