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CNBC's Mark Haines has a _great_ write up on Fair Value at:
http://www.cnbc.com/moreinfo/0325_fairvalue.html
The formula I think you are looking for is at the end of the article.
Hope this helps,
Chip
http://stockcharts.com
-----Original Message-----
From: POMPATIS@xxxxxxx <POMPATIS@xxxxxxx>
To: metastock@xxxxxxxxxxxxx <metastock@xxxxxxxxxxxxx>
Date: Wednesday, June 16, 1999 3:11 PM
Subject: fair value
|Greetings:
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|Can someone give me the formula for calulating fair value on spread of cash
|vs fut. SnP?
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|Also, any ideas on a formula to create an indicator that tracks the spread
|intraday to be compared with calculated fair value?
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|Thanks ladies and gents,
|
|KM
|
|