New answers tagged futures
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How would you build a yield curve for a cryptocurrency with only a perpetual futures market?
Haven't read the answers above..for a yield curve you need lend or borrow rates at different terms. In crypto their used to be term lending markets on some defi protocols like compound and aave.
The ...
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How would you build a yield curve for a cryptocurrency with only a perpetual futures market?
This is an interesting question, and definitely something which is currently unanswered in the Cryptocurrency ecosystem.
Let's go back to basics for a second and think about what a yield curve is. A ...
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Why historical data of futures contract price include data after settlement date of the contracts?
The Hang Seng futures June 2023 contract started trading on 13 June 2022. When no trading occurs, the exchange provides a daily settlement value. The first real trade occurred on 12 Aug 2022 (daily ...
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Accepted
Improve Trade Execution For Mid-Frequency Futures Systems
Sometimes there's nothing you can do about it. In order to know if this is one of those situations, you should take into account your latency and order size.
If your order size is negligible compared ...
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