Futures

Design and execute futures 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