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Results tagged with futures
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user 20194
For futures contracts, instruments which compensate the trader for price changes, may be used to hedge price risk (i.e. lock in a price), and are in zero net supply, standardized, exchange-traded, margined, marked-to-market, netted, and centrally-cleared.
2
votes
How is this probability (45%) of Fed raising rates 3 times in 2017 calculated from Fed Funds...
The numbers are taken from the Fed Watch tool provided by the CME, who list the Fed Funds Futures. There entire methodology is available here - which details several examples. …
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0
votes
1
answer
100
views
Integrating Interest and Dividend Functions
How are interest rate and dividend functions integrated over time in practice?
For example, what does it mean in practice to discount a current price by $e^{\int_{t_m}^{T}r_s ds }$ where $r_s$ is the …
- 745
1
vote
Accepted
Manipulation of VIX
Definitely - but I would look to see how much that 1 additional bid price of 0.05 or more would impact the price of the index. Or, try doing it with 10-15 more bids (or however many). The index is wei …
- 745
2
votes
Nature of short VIX strategies
There are many examples on this site showing that the price implied by these futures or options are historically overpriced. … In my opinion, the ETF is doing what it's supposed to do (and does it very well) which is provide daily exposure to the price of these oil futures. …
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