9. Program Trading (LO1) Program traders closely monitor relative futures and cash market prices, but program trades

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9. Program Trading (LO1) Program traders closely monitor relative futures and cash market prices, but program trades are not actually made on a fully mechanical basis. What are some of the complications that might make program trading using, for example, the S&P 500 contract more difficult than the spot-futures parity formula indicates?

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Fundamentals Of Investments Valuation And Management

ISBN: 9781260013979

9th Edition

Authors: Bradford Jordan, Thomas Miller, Steve Dolvin

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