Nifty Futures - Calendar Spreads

msa5678

Well-Known Member
#12
@MSA

Now body is question your quality, so stay out of that. Check "The market" section of the forum and you will find threads about future spreads. So absolute nothing new.

Take care / DanPickUp
Sorry, I am little weak in English, so was unable to undrstand your post. that is why i put the confused mark. Now it is clear. :)

By the way, not able to find the thread about future spreads. Can u give a link.
 

trader15

Well-Known Member
#13
Yes, it is surely enough copy past post. Any thing knew you can come up with which was not posted in the past in the forum??
Mr. Gas, Why are you visiting my every post and responding to it. If you know this is duplicate content or you already know everything, bless me by keeping your st...g gas out of my way...

I still invite you to be meaningful contributor and share your gas (i.e. your knowledge) on the topic.

Please contribute if you can only about NIFTY Futures (Traded on NSE), not the S&P, and read it : Its futures not options..

So if you cant add meaningful insights, and you already know everything or you know this is useless, bless everyone by not gassing around... Thanks for your kind visit to this ridiculous, copy paste thread, which is most meaningless thread in world..

Now stop gassing go..
 

trader15

Well-Known Member
#15
I think some people have problems with a topic they understand already. Would appreciate if you are not interested in topic, then don't spoil the thread.

If you like to participate, share your experiences about the topic, point to similar work/strategies tried, or anything similiar documented in traderji. Would love to learn from them.

But please participate only about Nifty Futures spread trading.
 

DanPickUp

Well-Known Member
#16
Mr. Gas, Why are you visiting my every post and responding to it. If you know this is duplicate content or you already know everything, bless me by keeping your st...g gas out of my way...

I still invite you to be meaningful contributor and share your gas (i.e. your knowledge) on the topic.

Please contribute if you can only about NIFTY Futures (Traded on NSE), not the S&P, and read it : Its futures not options..

So if you cant add meaningful insights, and you already know everything or you know this is useless, bless everyone by not gassing around... Thanks for your kind visit to this ridiculous, copy paste thread, which is most meaningless thread in world..

Now stop gassing go..
Well, at least you found some words for your self. As you behave against me like the way you do now, what do you expect from me? As you by your self are a pure gas trader with out nothing behind outside your place and most probably even in your place, why do you even come up with such comments?

All people here know about what I post and all of them can very well value if it has any relationship to your market. So what is the purpose of your most insulting and pure foreign hating posts you do?

If you can explain that or may even have the guts to be polite in any way, then I am more than happy to keep in peace with you.

DanPickUp
 

DanPickUp

Well-Known Member
#17
Sorry, I am little weak in English, so was unable to undrstand your post. that is why i put the confused mark. Now it is clear. :)

By the way, not able to find the thread about future spreads. Can u give a link.
Well, as now every thing is clear, then it is fine.
 

trader15

Well-Known Member
#18
Analysis#1: Oct and Nov Series : Nifty Futures Data : From 30 Sep/13 till 25/Oct/13

#1 Delta change is same for near and next series : both futures drop/gain same amount
So not much arbitrage on closing basis. (Except 1/2 points)

#2 The delta between near and next increase by around 20 points: with markets rising
from 5790 levels to 6152. Delta increased from 33 to 52 : Around 19 points
(This is difference between value of Nov and Oct Nifty Futures)

So if we sold Oct Futures @ 5791 on 30 Sep : Current Price: 25/Oct: 6152 : Loss: 361

Brought Nov Futures@ 5825 on 30 Sep : Current Price : 25/Oct: 6203 : Profit : 378

Net: 16 points

Technically, it is profit of 800 on investment on 6000, which comes to 13.4% approx.

Still lot of analysis to be done to define clearly trends, impact of vix, analysis of data for months where markets moved sideways, or moved down, months where we had market moving news etc.

Will keep on posting the analysis.
 

DanPickUp

Well-Known Member
#19
Analysis#1: Oct and Nov Series : Nifty Futures Data : From 30 Sep/13 till 25/Oct/13

#1 Delta change is same for near and next series : both futures drop/gain same amount
So not much arbitrage on closing basis. (Except 1/2 points)

#2 The delta between near and next increase by around 20 points: with markets rising
from 5790 levels to 6152. Delta increased from 33 to 52 : Around 19 points
(This is difference between value of Nov and Oct Nifty Futures)

So if we sold Oct Futures @ 5791 on 30 Sep : Current Price: 25/Oct: 6152 : Loss: 361

Brought Nov Futures@ 5825 on 30 Sep : Current Price : 25/Oct: 6203 : Profit : 378

Net: 16 points

Technically, it is profit of 800 on investment on 6000, which comes to 13.4% approx.

Still lot of analysis to be done to define clearly trends, impact of vix, analysis of data for months where markets moved sideways, or moved down, months where we had market moving news etc.

Will keep on posting the analysis.
Well, a good paper trading analyzes for the begin. :clapping: Even coming up with a discussion about a margin of around 100 USD and always recommending one broker is great. :lol: Please move on as I think it is quit interesting to be called gas from some one which not even can effort a full margin of around 420 USD. I not even can go short in the cheapest future market on that margin over night, but you call other gas and by your self you not even can afford a few of such shorts. :lol::lol:

You are a funny boy with a big mouth. :lol::lol: Please move on with your paper trades and do not use to much paper, as this could affect your margins in the long run. :rofl:

DanPickUp

Edit: BE CAREFUL WITH WHO EVER THIS POSTER IS, AS HE MENTIONED A FEW TIMES: zerodha BROKERS IN HIS POST WITH NOT EVEN BEING ASKED ANY QUESTION ABOUT THAT. WHY WOULD SOME BODY TELL YOU THE WHOLE TIME ABOUT ONE BROKER AND TELL THAT IS THE BEST? ARE WE ALL STUPIDS AND STUPID FOLLOWERS OF ANY POST? DO NOT TRUST THIS GUY.

IF YOU START TO TRADE FUTURE SPREADS, CHECK AS MANY OTHER BROKERS AS YOU CAN BEFORE YOU EVEN DO ANY TRADE. LET US KNOW IN THE FORUM WHAT YOU FOUND OUT ABOUT ANY MARGIN REQUESTS. DO NOT OPEN ANY ACCOUNT BY ZERODHA AS LONG AS THIS IS NOT CLEAR ON THE TABLE. DO NOT TRUST TRADER15, AS NO NORMAL TRADER WOULD REACT THE WAY HE DOES WHEN BEING PULLED ON HIS LEGS.

IT IS YOUR MONEY AND YOUR SAVINGS YOU PUT INTO THE HAND OF THIS WHO EVER AND WHAT EVER HE/SHE IS.

If you think you need more to know about future spread trading search for: Uttamkalesh. As far as I know, that was his name at least for one thread in the section I already mentioned. Other wise search for future spread trading, but do not trust this guy or at least be very careful with him.

DANPICKUP
 
Last edited:

umeshmandal

Well-Known Member
#20
Mr. Gas, Why are you visiting my every post and responding to it. If you know this is duplicate content or you already know everything, bless me by keeping your st...g gas out of my way...

I still invite you to be meaningful contributor and share your gas (i.e. your knowledge) on the topic.

Please contribute if you can only about NIFTY Futures (Traded on NSE), not the S&P, and read it : Its futures not options..

So if you cant add meaningful insights, and you already know everything or you know this is useless, bless everyone by not gassing around... Thanks for your kind visit to this ridiculous, copy paste thread, which is most meaningless thread in world..

Now stop gassing go..
Why cant we either ignore something we dont like or atleast be polite and convey our feelings in decent language !
You very well know Dan always gives 'relevant' response , and if he has NOT in this case, point it out to him ! Case in point can be his skrimish with Rajgreenpeace, anyone can see the maturity of his responses.
Take a chill pill man !
 

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