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2

Short answer, trading futures is equivalent to trading a stock, because the futures are indeed equivalent. The only real difference is that the stock is perpetual; but the future expires at a known (but common) point in time. So imagine I decided that I would (for sh1ts-and-giggles) gamble 1 FCOJ contract (ie orange juice, as per Trading Places) with a ...


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"a contract which obliges [someone] to buy/sell something at a certain time for a certain price" This correctly describes a forward. A forward contract has a delivery price written in it. So my forward contract entered into today might say I am obliged to buy Gold at 1861 an ounce, while yours which was written a few days ago might say 1802. With ...


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The design of such a strategy is a complex thing. It involves a trial and error process of looking at historical data on option prices, as well as an understanding of measures such as Vega. All the while knowing that the future will not be exactly like the past. If you look at existing funds that follow such a barbell strategy perhaps it will give you a ...


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Markets have changed since Toby Crabel invented ORB (in, I believe the late 1980's). In those days the S&P futures opened at 9:30am NY time. Nowadays the futures trade almost 24 hours a day. When data services report OHLC for emins, the "open" price is usually the 6pm NY price the day before, but that is a very inactive time of day. You can ...


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To add some colour to the FX market structure: FX used to be a clear two tier market, the closest analogy I can think of is a hub and spoke system with customers interacting with dealers via a quote type mechanism and dealers interacting with each other in a more central limit order book fashion with that order book either maintained by a network of ...


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If you use a retail platform, they do not make markets. For example, CMC markets gets the FX rate from liquidity providers like Deutsche Bank, JP Morgan, Barclays, Goldman, UBS, Citibank and HSBC. You should find a similar logic with others. If you setup a limit order it will simply sit there and get filled on your behalf (aims to fill at the best available ...


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whether someone looking at a tick data vendor should be evaluating the underlying quality of the data in addition to e.g. price and API capabilities. Absolutely, you should evaluate the quality of the data. Even as of today (2021), there's plenty of data integrity issues that get passed on from a vendor to you, and make material differences to your use case....


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This is not an answer but I cannot post the comment as it is too long with the link: Never heard of this. Maybe best to ask the traders you chatted to and post your answer afterwards here. Simply looking at a chart makes me wonder how this should work. If a European firm hedges their EURRMB exposure by selling/buying RMB to buy/sell EUR (forward), that is ...


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