> Eugene, that is very interesting.  Seems you would need a larger account
> balance to buy the SPY in equal proportions to the ES.

1 ES = 500 SPY. That means one would need at least $10,000 to trade
these amounts.

> Is the system limited to pairs or could someone say arbitrage
> differences between the DOW 30 stocks and the YM.
>

At this point, the framework structure requires exactly two
instruments.

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