Stock Index Futures Spread Trading

I am opening this thread with the desire to discuss spread trading the ES & YM contracts. Attached is a document from the CME that explains ratios, margin requirements, etc...

I would like to work together as a group to develope entry and exit strategies based off of these ratios. Please share your comments. Will post later tonight.

Hey

I have tried to do this several times and have spent days looking at tick data and spreadsheets. I would be happy to discuss with you in more detail. I will send you a PM.

This website may be of use if your own charting programs will not create spreads

http://www.mfglobalfutures.com/resou...m?page=cspread

Didn't get very far...

I am demo trading the SPY & QQQQ on an intraday basis. My futures broker didn't have a chart overlay option like my stock broker.