The chart you see below is the spread between S & P 500 with a channel regression at 2 standard deviations, like the operation done in the past with Intel Corp, is starting to become attractive to a possible spread between long and dax s & , p short but I would like to set up a spread of values \u200b\u200blower than at present (even in light of the fact that the mean when they say that the spread can go down again).
With other techniques, I identified a possible entry point spread in area of \u200b\u200b5.18 (this value is obtained by dividing the price of dax future with that of the S & P 500 futures), so just this area ratio reaches 5.18, open the spread dax long each with a 3.7 ratio s & p short.
0 comments:
Post a Comment