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Want to collaborate on an ETF<->Futures delevering bender?


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 hobart 
charlotte nc
 
Experience: Master
Platform: Sierra Chart, TOS, Tradestation, NinjaTrader
Trading: energy
Posts: 114 since Jul 2012
Thanks Given: 81
Thanks Received: 172

Sometimes i want to put on swings in smaller size than a future will let me. I started fooling around with the idea, built a spreadsheet to do it, and then ported it over for sierra as a proof of concept. It needs a lot of polish to make it work on other instruments. I have a list of Futures->ETF pairs and how to calculate it. Anybody interested in collaborating with me to build an Elite Member released version of this that automatically handles crude, es, nq, tf, ng, gc, etc. I just dont have the time to make this 'public friendly'. Let me know


Attached Files
Elite Membership required to download: CL-USOdelveringtool.xlsx
Elite Membership required to download: ETFBender.cpp
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