Trading US Stock Futures (i.e. companies not indices)

[superfrank]

futures markets exist for trading the shares of companies within the DOW, S&P and NASDAQ.

does anyone have any experience of this?

with my current futures broker i can only trade the indices - i emailed NinjaTrader (software) and they said i'd need another broker (Interactive Brokers, TD Ameritrade and MB Trading were the ones they mentioned).

just wondered if anyone has had a go at this...

[Euler]

I used to be an IB customer, but most of my investments tend to be long term now or options (or both). The men you want are Jimrobo and AndyFuller who are both active in this area I think.

[Will Sharpe]

I take it your looking for options on the companies in question, there are no futures on individual stocks in general.

If you are looking for general info on brokers her's a decent place to start out. Be ware though that the tone sometimes can be pretty harsh.....

http://www.elitetrader.com/vb/showthrea ... genumber=1

[superfrank]

thanks for your reply.

i was under the impression that futures markets do exist for individual stocks, and seem to be called Single Stock Futures...

http://daytrading.about.com/od/futures/ ... ckFutu.htm

http://www.onechicago.com/

http://www.eurexchange.com/exchange-en/ ... s/equ/fut/

[Will Sharpe]

You are right in that they do exist as standardized contracts, my apologies.

I can see that it could be interesting for some strategies, although i'm not sure if there is any volume to speak about, depends on the underlying i guess. Suppose it comes down to what type of trading you are trying to achieve.

[superfrank]

i agree re volume but i thought that maybe the larger/high profile firms might have decent volume?

i thought a pairs trading strategy (i.e. trading similar companies in the same sector against each other) might be worth looking into.

[Will Sharpe]

Yes it could make sense for pairs. Not sure about the spreads and margin requirements but it would be interesting to hear more if you decide to try it out.

[Euler]

Andy, I suggested Frank may speak to you

[andyfuller]

Had missed this thread, been away a bit recently. Will give him a shout, cheers Peter.