[isatrader]

In the T2W thread, isatrader said (in Nov.2013) that a member on this board had done the sums on whether spreadbetting via daily rollovers or quarterly contracts was cheaper and they had concluded that the former was cheaper.

That goes against all conventional wisdom on the subject, with quarterly contracts being cheaper if you expect to hold more than a couple of weeks, so I was very keen to read more - but Ive just done a lot of searches and can find nothing about this.

Does anyone know where I can find this conversation ?

You'll find the conversation in goodtyneguy's Trading Journal here: http://stageanalysis.net/forum/showthrea...02#pid1502