Search type Search syntax
Tags [tag]
Exact "words here"
Author user:1234
user:me (yours)
Score score:3 (3+)
score:0 (none)
Answers answers:3 (3+)
answers:0 (none)
isaccepted:yes
hasaccepted:no
inquestion:1234
Views views:250
Sections title:apples
body:"apples oranges"
URL url:"*.example.com"
Favorites infavorites:mine
infavorites:1234
Status closed:yes
duplicate:no
migrated:no
wiki:no
Types is:question
is:answer
Exclude -[tag]
-apples
For more details on advanced search visit our help page
Results tagged with Search options user 106

Questions about futures contracts

6
votes
Maybe a better question title is "Can futures market open interest predict commodity, treasury, and equity returns"? I saw this paper in an earlier form and it still baffles me. Superficially, it … makes sense that price*quantity holds more information than just price when quantity can change quickly (i.e., outstanding futures contracts changes more quickly that outstanding equity shares). Open …
answered Mar 20 '11 by Richard Herron
18
votes
2answers
I can't find S&P 500 index (SPX) futures data with Greeks to create delta-hedged portfolios. Do these data exist? I have access to most of the common data sources. In the meantime, I am trying to … the one-month US Treasury bill, and $H$ are the dollar holdings of each asset. Of course this won't work without the right time to maturity. Is there a "correct" time to maturity to use with an e-mini? Or is there a better source for futures data? Thanks! …
asked Feb 14 '11 by Richard Herron