Hank Camp ProgramTrading.com

NexusFi · 2016-08-15T07:34:36-04:00

You can get a lot of this information for free - the trick is to understand how the information is used. If you get $ESINX data you can setup the buy/sell/premium(fair value) levels every day and watch the action. Essentially, it's a balance between the cash and futures markets. Look through this website - might give some clarification of how it works - and it's free. Program Trading, Fair Value, Index Arbitrage Values - indexArb.com ( This guy has developed a setup using the premium/fair value …

Discussion in Trading Reviews and Vendors

Updated August 15, 2016

Hank Camp ProgramTrading.com

August 15th, 2016, 07:34 AM

#21 (permalink)

phantomtrader

Reno, Nevada

Market Wizard

Experience: Advanced

Platform: NinjaTrader

Trading: ZN, ZB, CL

Frequency: Daily

Duration: Minutes

Posts: 590 since May 2011

Thanks Given: 217

Thanks Received: 992

AlgoWatcher

Phantom Trader,

No I don't use the PREM anymore. I talked to a guy working the Goldman desk and he said they do have it up on their screens but rarely use it for a trade decision. Arbitrage trades are all computerized now so the whole idea of watching the PREM is dated.

That makes sense. Thanks.