TheCommodity Futures Trading Commission(CFTC) regulates the commodity futures and options market. This independent U.S. federal agency was established in 1974 due to the Commodity Futures Trading Commission Act in the same year. The goal of the CFTC is to protect investors against fraud and manipu...
In futures trading, marking to market (MTM) is the daily valuation of open futures contracts to reflect their current market value. This process ensures that traders maintain sufficient margin to cover potential losses. 4. Are all assets marked to market? No, not all assets are marked to mark...
between the reward and risks of series.The results indicate there is no apparent linkage between expecting reward and risks,and so-called effect of leverage is not existed.It shows that the futures market in China is still very inferior,and further improvement should be made in the trading ...
Trading ETF Options Most traders trade options of specific underlying securities or those that follow a major index. You do have the option to trade ETF options as well, though. You won't find these options traded as frequently. However, if you have a specific interest in a market segment,...
DataFrame(data=[candle_data], columns=columns, index=[candle_data[0] + interval_delta]) class CandleListener: # Mapping of trade types to ws functions TRADE_TYPE_MAP = { 'usdt_futures': get_usdt_futures_multi_candlesticks_socket, 'coin_futures': get_coin_futures_multi_candlesticks_socket,...
The study investigates the information content of SGX-DT Nikkei 225 futures prices during the non-cash-trading (NCT) period using an artificial neural netw... TS Lee,CC Chiu - 《International Journal of Systems Science》 被引量: 54发表: 2002年 SHORT‐TERM FORECASTING OF SHARE PRICES: AN INF...
One of the original drivers for the growth of DMA was the growth of algorithmic trading. DMA is available for listed futures and options as well as securities.Andrew BradfordJohn Wiley & Sons, Ltd
In the context of futures trading, the term basis trading refers generally to those trading strategies built around the difference between the spot price of a commodity and the price of a futures contract for that same commodity. This difference, in futures trading, is referred to as the basis...
Fair Value in Futures Trading The fair value of aderivativeis determined by the value of an underlying asset. When an investor buys a 50 call option, they are buying the right to purchase 100 shares of stock at $50 per share for a specific period. If the stock’s market price increases...
An exchange of futures for physical (EFP) is a private agreement between two parties to trade a futures position for the underlying actuals.