|
PureBytes Links
Trading Reference Links
|
Rob wrote:
>
> Does anyone on RealTraders knows the
> calculations used to determine "fair value" and at what "premium" level buy
> and sell programs should be triggered in the S&P500 Futures. the CME only
> has the fair value calc.
>
> Thanks
> Rob
They will vary from house to house, depending on internal financing costs,
carrying costs, execution costs.
Gwenn
|