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

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.

PAST SPREAD EPISODES

Physical Delivery VS Cash Settlement: Futures Discovery EP 7

Physical Delivery VS Cash Settlement: Futures Discovery EP 7

In episode 7 of Futures Discovery, we’re delving into the fundamental aspect of futures trading—the Settlement Showdown: Physical Delivery versus Cash Settlement. In the dynamic world of futures trading, how contracts are settled is a game-changer, influencing strategies and risks alike. Join me as we explore the two primary methods that define this landscape: Physical Delivery and Cash Settlement.

Regulation & Do You Need to be Registered: Futures Discovery EP 6

Regulation & Do You Need to be Registered: Futures Discovery EP 6

In episode 6 of Futures Discovery, we’re diving head first into a crucial topic that affects every trader’s journey in the world of futures trading – “Regulation & Do You Need to be Registered.” Buckle up as we unravel the intricate web of rules and regulations that shape the landscape of the futures market.

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