Framework v8
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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
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