I believe for IB it is $2000 per contract. On Sat, May 16, 2009 at 8:51 AM, Kelvin <[email protected]> wrote:
> > What is the marging requrement for ES-500SPY? I think it need a huge > margin as large as 15k$. > > On May 15, 6:40 pm, nonlinear5 <[email protected]> wrote: > > > 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 -~----------~----~----~----~------~----~------~--~---
