Ask mrbaseball about trading for a living

[mrbaseball]

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can you give some examples of particular trades of this type that you have made in the past?

[/ QUOTE ]

Okay, here's a dead arb. When the Crude Oil delivery contract first became electronically traded there were lots of easy arbs trading the delivery contract versus the mini-contract. But after a few months it was arbed out and you could no longer get profitable execution with getting picked off or legged up even when auto-spreading. The NYMEX has a market maker program which gives the exchange market makers preferable execution which means once the arb gets popular and noticed that it won't work for you anymore unless you are one of the chosen few. There are lots of these kinds of opportunities but generally they don't last for more than a few months so you have to be vigilant in always trying to find new ones.