0
votes
0answers
18 views

What types of studies can I do with intra - day data of commodity futures? [closed]

Please suggest what types of studies can I perform with Intra day data I have on commodity futures in India. I have 1 year data on top 10 traded commodities in the premier commodity exchanges in ...
2
votes
1answer
283 views

How does the CME set margin requirements on commodity Futures

I am trying to model margin requirements on various commodity futures, however it doesn't seem that the CME has released the formula they use to set these performance bonds. I am sure that they use ...