What a lifesaver! Thanks for this!
Thanks again for the great information!!! If I will try to trade these things, I'll automated the limit order executions on my side with the...
Thanks RealMoney, you're right to hedge properly really need to approach it from risk perspective. Cointegration just looks at the stationarity...
Thanks for all the great information about spreading the MES / MNQ! When I look at the actual book from MES and MNQ the prices move very quickly...
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