BONUS: Algorithmic Adventures – A Quantitative look: Futures Discovery EP 11

In a Bonus episode to Episode 11 of Futures Discovery, Corties Draper introduces the quantitative section of order book matching algorithms. Here, Draper takes an in-depth look at how these strategies are implemented in the market in real time. He begins by looking at FIFO and pro rata, some of the strategies examined in this episode of order-book matching algorithms. JLN’s Futures Discovery is sponsored by MIAX.

00:00:00 – Introduction
00:00:17 – FIFO Strategy
00:02:22 – ProRata Strategy
00:04:09 – TWAP Strategy
00:05:13 – VWAP Strategy
00:07:19 – Conclusion

Sponsor

A black and white image of a plane flying in the sky.

HOST

A young man in a white polo shirt standing in front of a purple background.

Corties Draper

Roosevelt University student, CBOT Clearing Corporation Foundation Honors Fellow and captain of the Roosevelt football team

Full Episodes

Algorithmic Adventures: Futures Discovery EP 11

Algorithmic Adventures: Futures Discovery EP 11

In episode 11 of Futures Discovery, we’re immersing ourselves in a pivotal episode focused on Algorithmic Adventures: Navigating the World of Order Book Strategies in Futures Trading. It’s not merely about numbers and charts; it’s about deciphering the dynamic landscape of financial trading. Join us as we delve into the intricacies of reading your statement as a professional in the futures market and unravel the secrets behind successful algorithmic strategies.

PAST SPREAD EPISODES

Algorithmic Adventures: Futures Discovery EP 11

Algorithmic Adventures: Futures Discovery EP 11

In episode 11 of Futures Discovery, we’re immersing ourselves in a pivotal episode focused on Algorithmic Adventures: Navigating the World of Order Book Strategies in Futures Trading. It’s not merely about numbers and charts; it’s about deciphering the dynamic landscape of financial trading. Join us as we delve into the intricacies of reading your statement as a professional in the futures market and unravel the secrets behind successful algorithmic strategies.

The role of the FCM: Futures Discovery EP 10

The role of the FCM: Futures Discovery EP 10

In episode 10 of Futures Discovery, we’re immersing ourselves in a detailed exploration of the pivotal role of Futures Commission Merchants, commonly known as FCMs. These financial intermediaries play a crucial role in facilitating futures and options trading, serving as a linchpin in the complex web of derivative markets. Understanding the intricate responsibilities and functions of FCMs is essential for navigating the dynamic landscape of modern financial systems.

Contango: Futures Discovery EP 9

Contango: Futures Discovery EP 9

In episode9 of Futures Discovery, we explore the fascinating world of futures trading, focusing on a concept called contango. In this episode, Cortez explains why futures prices for commodities, like oil, can be higher in the distant future compared to the near future. We’ll look into the costs of holding physical assets, like storage and insurance, and how these costs affect futures prices. Whether you’re an experienced investor or new to the futures market, this episode offers valuable insights.

Cost of Carry: Futures Discovery EP 8

Cost of Carry: Futures Discovery EP 8

In episode 8 of Futures Discovery, we’re looking into the cost of carry which is fundamental to making informed trading decisions. The cost of carry in futures trading refers to the expenses incurred for holding a futures contract over time, including interest rates, storage costs, and other factors. In this blog post, we’ll explore the intricacies of cost of carry and how it impacts futures pricing dynamics.

Pin It on Pinterest

Share This Story