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