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A box spread is something you trade into, not a position you initiate. When you are sitting on an ITM vertical, it's usually better to box it instead of closing the position

I cannot believe that nobody got the correct answer?! Futures contracts are exchange exclusive, meaning when an exchange is introducing a new contract, it can only trade on that specific exchange, period. The exchange has the exclusive right to offer trading of the respective futures contract...

You're missing the point here. Your question has nothing to do with options. You're looking for the shape of the return distribution of the underlying which - for stocks - is left tailed (goes down faster than it goes up)

Cathie Woods is the master of timing. She set up her fund during the last couple of months of the bull market and convinced everyone that valuations are still low. She made a truckload of money off of fees...which is the job of a fund manager. A couple of monkeys complaining about the ARKK...

stop gambling with CFDs and get a stock trading account, that's how you deal with swaps

Interesting idea, really. But that only works if the fund fluctuates between -20% and 25% If it's either +20% or -20% with a p of 0.5 the expected return is actually negative

100% in the first fund. No average performance or drift known for the second one

Honestly, thanks for that. Didn't know about it and stuff like this is exactly what I'm looking for

you're looking at terminal distributions, not at the movements in bond price as a result of interest rate changes. First step: https://www.investopedia.com/articles/bonds/08/duration-convexity.asp

The beautiful world of bond math^^ The relationship between price and interest changes is not linear. Can have positive convexity (non-callables) or negative convexity (preferreds)

I think he was talking about bond convexity than terminal payoff :)

Look at the German certificate and warrants market. Most of the stuff is so insanely complex that it's illegal in most other countries but there they sell it to grannies. There are millions of different structures. If you can imagine it, you can trade it...no ISDA required. You won't be able...

How many do you want? There are nearly limitless possibilities when it comes to nonlinear payoffs. Rainbow Options, Knock Ins/Outs, Cliquets, Spread Options....

cool story, bro: https://media.consensys.net/j-p-morgan-is-using-ethereum-to-launch-a-digital-u-s-dollar-heres-what-it-means-for-blockchain-64f0fe3e55bc

Lumber for the win...but please, not for beginners. That stuff is so illiquid that you'll carry inventory for weeks when you have size on

It absolutely doens't matter what you're doing on your end. The entire setup is shit. - The datafeed comes from your provider and let's just asume you have a fast one that doesn't bunch up ticks. Exchange sends to provider, provider sends to you -> you already have a delay here. - Your...

The only thing that comes to my mind is: you guys all paid for that :D

did your mom tell you that?

how does that work? You only papertrade

heyyy, the monkey is at it again...I asumed you fell victim to your own depression. Where have you been?