By Opex, the /ES and $SPX should have parity i.e. no difference between the futures price and cash price. The new June contract will have a several-point (usually 3-4 if memory serves) premium over the cash price.
Dreadwin said he is pretty good in an up market, pretty bad in a down market. I don't have a long history with him. For me it's all been brilliant except when some news event jars the market.
http://cfe.cboe.com/Products/Spec_VT.aspx
So there is no April. LOL
The stuff I don't understand goes on forever 🙂
Muchas gracias.
679.75
His model works best under lower levels of volatility.
Thanks!
His /ES numbers will be switching to June.
By Opex, the /ES and $SPX should have parity i.e. no difference between the futures price and cash price. The new June contract will have a several-point (usually 3-4 if memory serves) premium over the cash price.
Dreadwin said he is pretty good in an up market, pretty bad in a down market. I don't have a long history with him. For me it's all been brilliant except when some news event jars the market.
You might see a very short term dip (a few points) as traders dump the March /ES.
Sundancer, do you know what that actual number of what the $Rut would be on that rad line? Trying to ascertain if we bust through it.