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Choice of Contracts Having traded Nikkei 225 futures, you usually have three choices for futures contracts: JPY-denominated contracts (full or mini) traded on JPX (historically, the Osaka Exchange, hence the OSE above); JPY-denominated contracts (full or mini) traded on the SGX (historically SIMEX, the first Nikkei 225 index futures); or, USD- (full) or JPY-...


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Aspects that I presently see are: 1. The higher the liquidity, the better. 2. A contract with the smaller currency equivalent is better, if everything else is the same - this makes a finer position sizing possible (relevant for not so big portfolios). So prefer mini instruments over normal instruments. 3. Taking an instrument in the own ('home') ...


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People on the buy and sell side who do not sit in Japan usually use SGX Nikkei 225 Futures as it is denominated in JPY (sorry, initially said it was USD which was wrong) it also trades when JP Market is closed.


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I think I finally got the required answer to my problem. I'm sharing the code in Python 3 in case it helps anyone struggling with a similar problem. Running Profit and Loss in Python 3 import pandas as pd import numpy as np dataset=pd.read_csv('trades.txt',delimiter= ' '); #Initialising Variables to be used throughout the program position=0; ...


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