Futures

Design and execute cross asset strategies on the SigTech platform:
​Futures: create and work with individual future contracts.
​Rolling future strategy building block: quickly define rolling rules to create a strategy.
​Futures modelling: an overview of how variation margin is handled in relation to futures contracts.
​Custom sizing for rolling futures: an overview of how to interpret and verify:
Futures Rolling Strategy Building Block history output
Strategy size
Mark-to-market P&L calculation

Tutorial: commodity momentum strategy

Futures

Last modified 8mo ago