Dax v Eurostoxx spread

[weakpunter]

Does anybody know both the trading ratio and the charting ratio for

the Dax v Eurostoxx spread?

Thanks

 

[andy247365]

spread ratio...

Does anybody know both the trading ratio and the charting ratio for

the Dax v Eurostoxx spread?

Thanks

I think u can use any spread u want but i know of people that trade it and they use 4:1 (eurostoxx to dax). I guess its cos the estx is about half the index pts of the dax and over twice the tick size.

Hope this helps.

 

[hrokling]

I calculated the ratio to around 4.5 a couple of months ago, but haven't checked since. I'm trading it 1:5 - although this isn't a big strategy for me.

One way of getting the ratio is compare the daily range (High-Low) of each contract over a couple of weeks.

 

[chris197337]

I was wondering this kind of thing too, is it too convaluted to look at the two varibles through Bloomberg's regression tool? I'm not sure what regression models it uses or over what time frame.

Thanks.