How can you get this low initial margin? Using protfoli margin? Or, is there any special combo for ES-500SPY?
On May 17, 3:01 pm, Jean Morin <[email protected]> wrote: > Actually is a bit less than $3000 as initial margin. Maintenance margin is > less initial margin > > 2009/5/16 Shaggs Stud <[email protected]> > > > > > > > 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. > > -- > -- Ted- Hide quoted text - > > - Show quoted text - --~--~---------~--~----~------------~-------~--~----~ 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 -~----------~----~----~----~------~----~------~--~---
