Category Archives: Futures

Is There a Winner from all This BS?

There is abundance of claims that markets (by definition US markets) are rigged. Rigged in the sense that orders are often executed in a way, which contradicts to the natural intent of the person/machine behind the order. Until now, I have dismissed most of these as (populist) speculation, or, conspiracy theory. There is some truth in it however and my feeling is that it’s detrimental to all participants, yes, even to the “winner” in the examples I am going to show.
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Creating Calendars for Future’s Expiration

Lately I have been doing calendar analysis of various markets (future contracts). Not an overly complicated task, but has a few interesting angles and since I haven’t seen anything similar on the Net – here we go.
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Is the Stock Market Different?

Overall, we expect the stock market to go higher. There is a good reason for that – the stock market is positive close to 54% of the days. A natural questions is whether this holds for other markets as well. There is inflation after all.
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Interactive Brokers Now Supports Continous Futures

I just noticed that Interactive Brokers has added some support for continues futures contracts! For me that’s a great feature and I certainly hope they will expand on it in the future. I’d love to see them providing automated roll over support and a continuous data feed – as a paid service, of course.
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What has Worked in June

Time to start looking at the next month. Let’s start with the top five performing futures (ordered by winning percentage):

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What has Worked in March?

Since February didn’t show anything interesting in the calendar analysis, I passed on writing a post about it. March, on the other hand, looks quite interesting. Let’s start with the top five performers (ordered by winning percentage):

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What has Worked in January?

After my calendar analysis of the Russell 2000 proved to be right on target (up more than 5% since that point), I couldn’t resist but to take a similar look at the month of January. My universe was my list of futures. On the long side, the top three (sorting done by winning months) were:

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Grouping of Commodity Futures

The volatility seems to be leaking quickly out of the stock market, and it seems to be back to its pre-dominantly bull-mode, which has been going on for a while now. So time to go long and wait for the next opportunity for more trading?

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Trading Futures

About a year ago, I moved my trading predominantly to futures. It has been a rich and beneficial learning experience, so I decided to share it in this post.

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