Here are additional resources some produced by us, some not, but hand-selected by us, that we’ve found helpful trading futures & ETF spreads
• The CME Group produced an in-depth paper on the S&P/DOW spread. You can download it here: CME website link (If that link above no longer works, click here for an alternate link)
• CME’s Direct of Education, David Lerman, explains how to calculate notional value of futures contracts to determine ratio of spreads and provides insights into spread trading of futures contracts in this portion of a longer webinar that introduced Micro E-mini contracts in 2019 (full-length not available):
• Tom Sosnoff, the creator of the ThinkorSwim™ platform (now owned by TDAmeritrade™), and TastyTrade founder talks about futures spreads (or pair trading of future contracts) in this section of a webinar with the CME on June 6th, 2023: