sebasneuron / CME-futures-trading-botView on GitHub
This is a Python 3.10+ trading bot that monitors CME E-mini S&P 500 futures (ES) vs SPDR S&P 500 ETF (SPY) and trades a simplified cash-and-carry / reverse cash-and-carry signal when the futures price deviates from a theoretical fair value:
76Mar 2, 2026Updated last week

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