All Questions
6 questions
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Relationship Between the Equity Funding Curve and Equity Forward Curve
am trying to understand the core concepts of Equity Forwards Curve, Funding Curve and yield Curves (most sources online seem to focus on Interest rate related examples, so any sources for equity ...
- 1
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1
answer
296
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What is the consensus interpretation of index future dealer gamma?
I'm trying to confirm that I'm understanding this concept correctly: dealer gamma exposure. I can make sense of dealers / gamma in isolation:
Dealers: make markets for certain securities, notching ...
- 115
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1
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52
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Are the buy/sell demand, the underlying spot price and the time value, the only factors in futures contract price?
Are the buy/sell demand on the future contract, the underlying spot price and the time value (days to expiration and the accelerating decay in backwardation or rising in contango, coefficent ) are the ...
- 101
2
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2
answers
85
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Reliable weekend forex source that can act as credible data for Monday APAC morning forex trade
In general most of the forex market closes by 10:00 pm london time on Friday and opens back on Monday morning APAC time , somewhere around Sunday evening London time. I am interested in knowing if ...
- 121
2
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1
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199
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For which would you expect the liquidity on instrument X to be the greatest: its spot, future, option or swap?
Would like $X$ to remain general, but if needed, let's say GBPUSD Exchange Rate.
By liquidity I mean overal market volume across exchanges / ease of opening and closing positions / total notional ...
2
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Valueing a Short future contract with dividens [closed]
A forward of an underlying paying a yield $q$ can be priced with the equation:
Price $= S_0 e^{(r-q)*t}$
or
Price $= (S_0-I)e^{rt}$
Where $S_0$ = Spot price, r = interest, q = dividend yield, I = ...
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