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- Exchange traded funds and e-mini stock index futures
He has traveled around the globe on behalf of the CME, giving seminars and workshops to retail and institutional audiences, including pension funds, corporations, banks and brokers on risk management trading using equity index futures and options
- IEM - Iowa Electronic Markets
The IEM is an online futures market where contract payoffs are based on real-world events such as political outcomes, companies' earnings per share (EPS), and stock price returns
- Tick size reduction, execution costs, and informational . . .
This study examines the effect of this change in the contract design on execution costs, informational efficiency, and price discovery The results show a significant reduction in the effective spreads in both of the contract markets but especially in the electronically traded E-mini futures
- They Shrank the Futures Contracts! Mini Futures Contracts . . .
Mini futures contracts (or e-mini, since they are traded electronically) were first developed in the late 1990s based on futures contracts that already existed The main characteristic of mini contracts is that they represent a fraction of standard-size contracts
- Pivots, patterns and intraday swing trades : derivatives . . .
An original approach to trend discovery and trade entry Initial forays into day trading stock index futures reveal a starkly different decision environment There is no time to dwell on technical conditions
- Chapter 2 Forward and Futures Prices - Case Western Reserve . . .
We explore other properties of futures prices, examine the relationship between futures prices and expected future spot prices and investigate the determinants of the volatility of futures prices
- Lecture 11: Futures and Forward Contracts: Valuation.
II Futures Prices Applicability of Spot Forward Parity In general, the futures price need not equal the forward price and so spot forward parity need not hold exactly for futures contracts However, spot forward parity can be expected to hold approximately for futures
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