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Vitaly Larichev wrote:
>
> marton@xxxxxxxxxx wrote:
>
> > Is there a site on the web that reports daily fair value for S&P
> > futures? I understand that one can guesstimate when programmed buy/sell
> > programs might kick in by comparing the calculated fair value to current
> > quotes for the futures.
> >
> > SM
>
> Hi,
>
> The only site I am aware of which gives Fair Value for S&P futures every
> night for "today" is
>
> http://www.glen-net.ca/sp500_daytrend/
>
> It seems a one-man-shop, so sometimes updates are delayed or missed. But
> nonetheless, it gives me what I need, especially since
> Fair Value decreases very gradually from day to day. So you can easily
> extrapolate forward from yesterday, or a couple days back. Now Fair Value
> 1-day change for June contract is about -0.1. Sometimes I pick up FV from
> CNBC channel (TV). It makes
> a basis for a few next days if the site happens "out of service".
>
> Again, I don't trade S&P futures, and use SP500 June futures vs. SP500 Cash
> Index only as early morning, preopening indication of how futures traders
> feel about S&P. Or, in other words, it's the best way for me to be alerted
> to important news I might miss otherwise.
>
> Cheers, Vitaly
Check out http://www.cnbc.com and look for details of Fair Value on
their ticker and educvation sources.
Regards, BSC
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