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Paul wrote in message
news:pbboetsdrr6a1ufak1s3f7cc12hmokjiml@4ax.com...
Greetings:
My question is whether or not a any sort of fair value is
calculated for NASDAQ futures like it is for the SP500.
I am wondering if the buy/sell programs which automatically
kick in when you deviate x amount from FV on the SP500
apply to the NQ or ND as well. Also, is fair value re-calculated
every morning based on current interest rate/dividend info. or
is it updated more (or less) frequently? Thanks - Paul |
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I went to the CME site you mentioned. It showed NSDQ at -9500 and
ENasdaq at -7100. This was about 07:00 Pacific Standard Time on Monday
November 20. Anyway when the market opened I noticed on TV when I was
watching CNBC that they had a quote labeled NASD FUTURES but it was only
negative about 90 points. |
| (NASDAQ 100 INDEX X $100) OPEN INTEREST:
51,071
COMMITMENTS
10,205 6,166 236 27,620 35,763 38,061 42,165 13,010
8,906 |
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In article , ng_user@nospam.com
says...
There is no symbol for NASDAQ futures, but I think this is what your looking
for:
http://www.cme.com/cgi-bin/gflash.cgi
These are the important ones for NASDAQ:
NSDQ100
E-NASDAQ
Tom
Quin wrote in message
news:MPG.148252bd5f5be5c2989682@nntp.lvcm.com...
I was wondering if any one could tell me what the symbol is to look up
Nasdaq futures. I see it on CNBC just before the open and it seems to
predict which way the Nasdaq is going to head in the morning.
If I could look it up it may be helpful to me.
I use Datek so I would like to know what I would type in the quote box
for that information. If not Datek maybe Yahoo quotes?
Thanks,
Quin
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Yes, there is a fair value for the Nasdaq futures (and all other stock index
futures). It is even easier to calculate and arbitrage because there are
only 100 stocks in the index. Yes, there are buy/sell programs for the
Nasdaq 100. If you have a large portfolio, you could look into basket
trading with one of the major brokerage firms and then just get a real time
data feed into your spreadsheet and you could try arbing it yourself.
(Probably not worth it, though. Unless you can figure out some way that
youll be able to do it with an edge over everyone else doing it.) |
