This thread will discuss possible strategies to do calendar spread in nifty futures.
NOTE: THIS THREAD IS NOT ABOUT OPTIONS SPREADS OF ANY KIND : CALENDAR OR ANY. PURELY FUTURES CALENDAR SPREAD THREAD.
I was exploring various option spreads strategies and was checking the margin requirements for spreads on zerodha site, when i came across the nifty futures calendar spread.
What enticed me towards this was :
a) Low margin requirement : 6K-7K
b) Aligned towards positional strategy
c) Lack of any information available on this topic
d) Relatively little risk while trading : As you know the risk you are entering into : i.e. the spread
Have started off by taking the data for last 2 weeks for Oct and Nov futures. As first analysis steps, I'm going to analyze:
a) Coorelation of difference between Oct and Nov Futures with spot
b) Spikes which lead to break of corelation : i.e. the trade opportunities
NOTE: THIS THREAD IS NOT ABOUT OPTIONS SPREADS OF ANY KIND : CALENDAR OR ANY. PURELY FUTURES CALENDAR SPREAD THREAD.
I was exploring various option spreads strategies and was checking the margin requirements for spreads on zerodha site, when i came across the nifty futures calendar spread.
What enticed me towards this was :
a) Low margin requirement : 6K-7K
b) Aligned towards positional strategy
c) Lack of any information available on this topic
d) Relatively little risk while trading : As you know the risk you are entering into : i.e. the spread
Have started off by taking the data for last 2 weeks for Oct and Nov futures. As first analysis steps, I'm going to analyze:
a) Coorelation of difference between Oct and Nov Futures with spot
b) Spikes which lead to break of corelation : i.e. the trade opportunities
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