Credit Suisse

Arbitrage Strategy for trading Index Future vs Index Future, Index Future vs Index Constituents

Arbitrage Strategy

Graphs showing the difference. A significant deviation would result in the trade, where the strategy would sell the expensive side and buy the cheap one. Once the prices converge the strategy will close off the position.

Arbitrage Strategy2

Jefferies International Limited

Order Entry Screen written circa 2003. The form is Ajax like, before Ajax was invented. The form relies on hidden iFrames to fetch data asynchronously

Order Screen

Trade Blotter screen with real-time updates. The implementation allowed to load up to 20,000 trades while all of them are updated frequently using very little resources.

Trade Blotter

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