Hi All,
I currently trade spreads one market vs another but haveno idea how to add in another.
For example i chat dax vs eurostoxx as the followiing on CQG DD-(DSX*2.7). So my price ratio is 2.7 on the eurostoxx. If i was to add the Cac into this mix does anyone know how i would go about doing it & how i would work out the hedge ratio correctly too.
Thanks.
I currently trade spreads one market vs another but haveno idea how to add in another.
For example i chat dax vs eurostoxx as the followiing on CQG DD-(DSX*2.7). So my price ratio is 2.7 on the eurostoxx. If i was to add the Cac into this mix does anyone know how i would go about doing it & how i would work out the hedge ratio correctly too.
Thanks.