> I am extremely interested in JArbitrager and was myself looking to > achieve something similar. Can you let me know when you will be > publishing the same?
After running JArbitrager using the YM/DIA and the ES/SPY pairs for several days, I determined that these instruments have been arbitraged to death (presumably by large institutional program trading), and there is nothing left for us small traders. The spreads between YM/DIA and ES/SPY remain nearly constant through the day, so there is nothing to arbitrage. This has been confirmed by other folks who initially reported profitable results, only to realize later that they didn't account fully for the transaction costs. So, I will not be publishing JArbitrager, as there is no profit potential. --~--~---------~--~----~------------~-------~--~----~ You received this message because you are subscribed to the Google Groups "JBookTrader" group. To post to this group, send email to [email protected] To unsubscribe from this group, send email to [email protected] For more options, visit this group at http://groups.google.com/group/jbooktrader?hl=en -~----------~----~----~----~------~----~------~--~---
