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全部话题 - 话题: futures
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s***m
发帖数: 6197
1
来自主题: Stock版 - 答谢文,谈谈VIX 和 VIX future
【 以下文字转载自 Quant 讨论区 】
发信人: throwaway (专门注册), 信区: Quant
标 题: 答谢文,谈谈VIX 和 VIX future
关键字: VIX
发信站: BBS 未名空间站 (Sun May 11 18:02:53 2014, 美东)
上次发文求建议,收到很多真诚的帮助。想了想可以写篇我对 VIX index 的学习心得
,算是表达感谢吧。
说明一下,我毕竟是个菜鸟新人,这篇也只是综合公开资料再加上我自己对 VIX 的理
解,也就希望对准备学习这个领域的人有所帮助,熟悉volatility trading的内行看了
肯定觉得简单,有不对的地方请多多指正。
废话完毕。
1. Rationale behind VIX
想了解 VIX index 计算方法的依据,必读的文章是
“More than you wanted to know about variance swap".
http://elis.sigmath.es.osaka-u.ac.jp/research/gs-volatility_swa
具体的证明比较繁琐,我总结就是:
In a n... 阅读全帖
t*******y
发帖数: 18
2
来自主题: Quant版 - 答谢文,谈谈VIX 和 VIX future
上次发文求建议,收到很多真诚的帮助。想了想可以写篇我对 VIX index 的学习心得
,算是表达感谢吧。
说明一下,我毕竟是个菜鸟新人,这篇也只是综合公开资料再加上我自己对 VIX 的理
解,也就希望对准备学习这个领域的人有所帮助,熟悉volatility trading的内行看了
肯定觉得简单,有不对的地方请多多指正。
废话完毕。
1. Rationale behind VIX
想了解 VIX index 计算方法的依据,必读的文章是
“More than you wanted to know about variance swap".
http://elis.sigmath.es.osaka-u.ac.jp/research/gs-volatility_swa
具体的证明比较繁琐,我总结就是:
In a nut shell, if we can ignore friction, an out-of-money option portfolio
with certain weights could replicate a variance swap, whose payoff = ... 阅读全帖
v**********m
发帖数: 5516
3
http://m.f1000research.com/articles/3-291/v1
波士顿地区的千老联合会的报告,文章提到的问题非常典型和深刻,该文已经在圈内得
到了包括大佬们的极大肯定(恐惧)。
OPINION ARTICLE
Shaping the Future of Research: a perspective from junior scientists[v1;
ref status: approved 1, approved with reservations 1,http://f1000r.es/4ug]
Gary S. McDowell1*, Kearney T. W. Gunsalus2*, Drew C. MacKellar3, Sarah A.
Mazzilli4, Vaibhav P. Pai1, Patricia R. Goodwin5, Erica M. Walsh6, Avi
Robinson-Mosher7, Thomas A. Bowman8, James Kraemer9, Marcella L. Erb10, Eldi
Schoenfeld1... 阅读全帖
c***0
发帖数: 234
4
Savor Discipline:
Merge the Interests of Your Future & Present Selves
(By Leo Babauta)
There’s a conflict that often happens when we try to be disciplined about
something: I want that cinnamon roll right now, but I know I’ll regret it
later.
Which interest should win out: your future self, who doesn’t want you to
get fat and unhealthy … or your present self, who doesn’t care so much
about that and just wants to taste something delicious?
There’s no right answer. The present self usually wins, be... 阅读全帖
p*u
发帖数: 2454
5
Before he gained notoriety, Igor Oystacher was known as 990.
Spoofing
That was the identification code assigned to the firm where he worked in
2004, when the head trader at Chicago-based Kingstree Trading LLC noticed
something he’d never seen before in the Standard & Poor’s 500 futures
market. He watched again and again as 990 ran over everyone in what he
called an unprecedented display of market manipulation. The head trader
alerted an executive at the firm to the practice, according to both me... 阅读全帖
a*****e
发帖数: 1717
6
in "coming to my trading room" by alexander, he recommanded,
WHERE DO I GO FROM HERE? Winning in the Futures Markets by George
Angell is the best introductory book for futures traders. (It is highly
superior
to all his other books.) The Futures Game by Teweles and Jones is
a mini-encyclopedia that has educated generations of futures traders (be
sure to get the latest edition). Economics of Futures Trading by Thomas
A. Hieronymus is probably the most profound book on futures, but it’s
long been o... 阅读全帖
s*********8
发帖数: 901
7
This is the news that I have been waiting for and is probably the reason why
silver has been so strong the past couple of days. The HKME is starting its
silver contract this Friday July 22nd! This officially breaks the Anglo
American monopoly on silver. This will be the first time that Asians can buy
and take future delivery of silver in Asia. No longer can the CME raise
margins close to 100% in 8 days. (Then refuses to lower them despite a 30%+
drop in 5 days.) The extended hours should also st... 阅读全帖
k********8
发帖数: 7948
8
来自主题: Stock版 - 新品种:NASDAQ Spot Gold Futures
http://www.nasdaqtrader.com/Micro.aspx?id=SpotGoldFutures
XAU/USD Spot Gold FuturesTM New!
OverviewNASDAQ OMX Futures ExchangeSM (NFXSM) XAU/USD Spot Gold FuturesTM (
patent pending) are cash-settled contracts that simulate the over-the-
counter (OTC) spot gold market trading experience, with the transparency
afforded an exchange-listed product. These futures contracts trade under the
symbol "NAU".
BackgroundIn cooperation with NASDAQ OMX Futures Exchange, IKON Global
Markets created a vision th... 阅读全帖
c******o
发帖数: 1277
9
来自主题: Programming版 - 一个scala future的实例
运行结果在下一贴
import scala.concurrent._
import ExecutionContext.Implicits.global
object F extends App {
val xFut: Future[Int] = future {
Thread.sleep(10000);
println("x happened");
10
}.flatMap(i => Future.successful(i + 1))
val aFut: Int => Future[(Int, Int)] = a => {
val yFut: Future[Int] = future {
println("y begin")
Thread.sleep(6000);
println("y happened " + a);
20
}
val zFut: Future[Int] = future {
println("z begin")
Thread.sleep(5000);
print... 阅读全帖
T*********s
发帖数: 17839
10
来自主题: Stock版 - 普及一下emini futures (ZT)
fisherman
Post subject: 俺做会山村教师,普及一下emini futures。
看到168还有人对emini感兴趣,俺做会山村教师,说一下emini futures。
正好这个苍蝇飞版FUTURES还没有给青蛙的入门贴,俺就自告奋勇了。
版上老苍蝇多如牛毛,我献丑了。不对的地方请斧正。
想玩emini,请到苍蝇飞版FUTURES,去那里把大部分帖子都浏览一遍,特别留意
几个老苍蝇和版主和新手发问贴,大概就有个概念了。然后拿1万块钱去IB开个账户,
就可以买emini futures了(通常是es,还有其他很多害人的东西)。
es没啥特别的,就是E-Mini S&P 500 futures。乘数是50倍。比如现在spx是1200点,
那么1手es对应1200x50元。之所以叫mini,是因为还有个大spx futures,是给机构玩
的,乘数好像是250。这样大spx futures的1手保证金要求太高,小散搞不动。之所以
叫e,是因为电子交易。
之所以叫苍蝇飞,是因为168的茅坑太臭,做es的都炒短线飞来飞去,和吃屎
的苍蝇一样。最近几只苍蝇想升级为苍鹰
t*******y
发帖数: 18
11
来自主题: Quant版 - 答谢文,谈谈VIX 和 VIX future
Wow, 抛砖引玉了!
感谢大家回帖,趁这里人多,问几个不明白的地方。
@zooie
Yes, it is Vega, WTF with my brain.
Thank you for sharing your experience. I'd like to discuss the issue further
if you have time.
1. I have no doubt that trading strips of options can largely hedge your VIX
position, especially for a short while. My doubt is merely about whether we
can exactly replicate a payoff of variance swap: σ^2 - E(σ^2) with option
portfolios. The position required for each option is actually 1/(T * K^2),
instead of 1/K^2, T is c... 阅读全帖
K******n
发帖数: 113
12
据CP24报道,,加拿大Best Buy今天(周六)宣布,将关闭旗下66家Future Shops门店,
立即生效。另外65家店则改为Best Buy的门店将在下週重开。
由于两品牌合併,公司发言人称,500个全职职位和1000个兼职职位将被裁减。
据悉,Future Shop门店已紧锁,并张贴告示,引导顾客要购物就到附近的Best Buy。
加国Best Buy称,所有的Future Shop礼物卡能在Best Buy的门店和网上使用。所有在
Future Shop订购的货物,预约的服务,以及担保都不会取消,商品可在Best Buy门店
煺换。
Future Shop关闭内幕:门店离Best Buy太近
据多伦多星报和CP24报道,由于和Best Buy合併,电商Future Shop将关闭其在加国的
所有门店,据悉,66家门店将被关闭,另外65家门店改为Best Buy。此后,Best Buy在
加国将有192家门店。
据悉,导致Future Shop全加门店关闭的塬因,是其门店位置离Best Buy太近。Best
Buy的董事长和首席运营官Ron Wilson称,“要继续强势进驻... 阅读全帖
w*******o
发帖数: 6125
13
来自主题: Stock版 - 关于指数future 和option的思考
First of all, it's futures, not future. if you read some futures 101,
especially how the commodity futures was invented and developed, you will
have a second thought. Stock index futures,is just a extension, to put it in
simple, the minimum function they serve is to hedge, just like using
commodity futures to hedge commodity price.
Well, more and more people trading futures without trading their underlying
is another story,just like people nake buy/sell options, but this doesn't
mean it's useles
S*******s
发帖数: 10098
14
来自主题: Stock版 - future低开是好事情
Market Pulse Archives
Aug. 7, 2011, 6:46 p.m. EDT
U.S. stock futures drop in Asian trading
U.S. stock futures were trading sharply lower in Asian trading hours on
Monday after rating agency Standard & Poor's lowered its rating on U.S. debt
to AA+ from AAA late Friday. In addition, Europe is continuing to struggle
to contain its sovereign debt woes and said over the weekend it will
actively implement its bond-buying program in an effort to calm markets. Dow
Jones Industrial Average futures were d... 阅读全帖
m********o
发帖数: 2088
15
来自主题: Stock版 - VIX futures的基金都在怀疑中
Two different uses of contango/backardation:
Contango = futures price > spot price.
Backwardation = futures price < spot price.
Normal contango = futures price > expected future spot price.
Normal backwardation = futures price < expected future spot price.

futures
m*****y
发帖数: 3981
16
这个回答不错。
2者各有利弊,看哪个跟适应你了。
futures 的margin call 要求比 ETF 高很多。
futures 的margin call 一天基本上跟新一次 offline (除非你close your futures
positions),futures option 的margin call 是online - 及时跟新。 ETF 的
margin call 是及时跟新的。
futures 的 option 比 futures 的 交易费便宜。
p.s. futures 的 options 不可以直接上diagonal spread, ETF 的 options 可以直
接上diagonal spread
m*****y
发帖数: 3981
17
这个回答不错。
2者各有利弊,看哪个跟适应你了。
futures 的margin call 要求比 ETF 高很多。
futures 的margin call 一天基本上跟新一次 offline (除非你close your futures
positions),futures option 的margin call 是online - 及时跟新。 ETF 的
margin call 是及时跟新的。
futures 的 option 比 futures 的 交易费便宜。
p.s. futures 的 options 不可以直接上diagonal spread, ETF 的 options 可以直
接上diagonal spread
d*****g
发帖数: 978
18
学习了, 根据下面的视频 An Intro to the VIX and VXX 11/18
https://www.youtube.com/watch?v=DNNao9QhYSg
vix future contango 高说明未来的风险比现在要高,而在市场中,大部分时间是
contango的,(我个人认为是因为时间的因素,不知道对否);vxx 是sell front vix
future, buy back vix future, 如果市场持续认为未来的风险比现在高, 那么vxx必
须低价卖出front future, 高价买入back future,持续下去是赔钱的,所以会持续衰减
, uvxy是2倍vxx, 所以衰减的更快。
所以你说长期来看, 做空uvxy是肯定赚钱的。 前提是市场持续性的contango,即目前
的风险小于未来的风险。也就是在牛市中做空uvxy是肯定赚钱。
future 价格是由交易决定的, 如果多头一直做多,具有绝对优势,没有问题, 如果
空头设埋伏, 在某一时间设置大量spx 空单, option会跟进, 短期风险大幅上升,影
响到vix的价格, 之后影响... 阅读全帖
E***r
发帖数: 1037
19
http://finviz.com/futures.ashx
has delayed feeds.
You broker platform should have quotes as well if you have futures trading
enabled on your account; search for symbols ES NQ YM RTY ...
Futures trade around the clock, and their overnight prices are heavily
influenced by Asia and Europe markets while the US spot markets are closed.
At 4AM ET, the opening time of pre-market trading, futures prices determine
the opening prices of the spot pre-market, due to spot-futures arbitrage.
In 4AM-9:30AM pre... 阅读全帖

发帖数: 1
20
求问FUTURE TRADING的问题,求板上有做FUTURE 的指教
最近刚开了一个FUTURE TRADING 账户,跟一个股票账户LINK的,做了几天FUTURE
TRADING
好像不能直接转钱进出这个FUTURE TRADING 账户,所以想请问一下,有没有人知道
FUTURE账户里挣得钱怎样才能转出来?是会自动转到FUTURE TRADING账户LINK的那个股
票账户上吗?
需要多久呢?要三天才能SETTLE?
感谢
l****z
发帖数: 29846
21
【 以下文字转载自 USANews 讨论区 】
发信人: lczlcz (lcz), 信区: USANews
标 题: Obama Pal Corzine Facing Ban From Futures Trading
发信站: BBS 未名空间站 (Wed Feb 20 14:11:54 2013, 美东)
by Jammie
You may have vague memories of this guy. He went from New Jersey Governor to
Obama bundler to a guy who made over a billion dollars disappear. Then the
media completely ignored him since he’d make their God King look bad during
his re-election campaign. Well, at least some financial regulators won’t
be dealing with him any longer.
... 阅读全帖
s******e
发帖数: 1751
22
来自主题: Quant版 - 答谢文,谈谈VIX 和 VIX future
why do you call it a vix future basis when you compare today's vix spot and
front month vix future price.
as i mentioned many times, vix spot and vix future are different things. it'
s not like gold spot and gold future.
In another word, Vix future for May14 and Jun14 are 2 different contracts
covering forward variance (approximately) of different periods. While gold
future (front month and 2nd month) are very close (physical gold).
If you agree with that, then I can argue that VIX spot is the p... 阅读全帖
u***r
发帖数: 4825
23
http://www.bloomberg.com/news/2014-01-02/gold-holds-above-1-200
Gold futures jumped the most in three weeks on speculation that demand for
bars and jewelry will increase in Asia. Platinum posted the biggest gain in
more than two months.
The premium to take immediate delivery of gold in China was $23 an ounce
today, compared with an average of $16.21 in December and $18.72 for all of
last year, data compiled by Bloomberg show. The Reserve Bank of India on Dec
. 31 eased some controls on imports. ... 阅读全帖
D*V
发帖数: 3096
24
http://www.bloomberg.com/news/2014-01-02/gold-holds-above-1-200
Gold futures jumped the most in three weeks on speculation that demand for
bars and jewelry will increase in Asia. Platinum posted the biggest gain in
more than two months.
The premium to take immediate delivery of gold in China was $23 an ounce
today, compared with an average of $16.21 in December and $18.72 for all of
last year, data compiled by Bloomberg show. The Reserve Bank of India on Dec
. 31 eased some controls on imports. ... 阅读全帖
F*V
发帖数: 3978
25
http://www.bloomberg.com/news/2014-01-02/gold-holds-above-1-200
Gold futures jumped the most in three weeks on speculation that demand for
bars and jewelry will increase in Asia. Platinum posted the biggest gain in
more than two months.
The premium to take immediate delivery of gold in China was $23 an ounce
today, compared with an average of $16.21 in December and $18.72 for all of
last year, data compiled by Bloomberg show. The Reserve Bank of India on Dec
. 31 eased some controls on imports. ... 阅读全帖
l****z
发帖数: 29846
26
by Jammie
You may have vague memories of this guy. He went from New Jersey Governor to
Obama bundler to a guy who made over a billion dollars disappear. Then the
media completely ignored him since he’d make their God King look bad during
his re-election campaign. Well, at least some financial regulators won’t
be dealing with him any longer.
The future is murky for former NJ governor and fallen financial titan
Jon Corzine.
Two directors of the National Futures Association will move tomorr... 阅读全帖
d********f
发帖数: 43471
27
大温惊现粘土假iPad 2!当地电器连锁店Future Shop及Best Buy指出,近日发现至少10
部被人调包的iPad 2从两店中「售出」,怀疑骗徒有组织地将粘土做的「iPad」放入
iPad 2的包装盒中,向电器店「退货」,职员不疑有诈将退回的货品放上货架出售。
CTV报道,大温素里市民桑度(Mark Sandhu)在圣诞期间,在Future Shop用620元买了一
部iPad给太太当圣诞礼物,打开盒子后才震惊地发现里面根本没有什么电脑,而是一个
塞满模型粘土、iPad大小的塑胶袋,而盒子中应该放电插头的地方,也是塞满了一块粘
土。
桑度在节礼日当天,将粘土「iPad」拿回Future Shop,却被一名女经理当他是罪犯,
不相信他的故事。「不知道是我穿着有问题还是什么,总之她就以为我要骗她,但我才
是受害者啊!」
后来,Future Shop经调查后,发现桑度并非唯一受害者,他们发现大温的Future Shop
及Best Buy最近发现至少10部粘土iPad。Future Shop发言人Elliott Chun表示事件严
重,指摘歹徒此类有组织行为,并强调两连锁店会处理... 阅读全帖
s********n
发帖数: 1962
28
来自主题: Investment版 - Re: VIX 要出 options and futures 了
CBOE Announces Launch of Futures on VIX
On September 5, CBOE announced that futures and options on the CBOE Volatility
Index (VIX) will soon be available for trading. VIX futures will be the first
product listed on the recently approved CBOE Futures Exchange, LLC. VIX
futures and options will be based on the volatility of S&P 500 Index (SPX)
options, and will be the first in a new family of volatility products to be
offered by CBOE, which will include futures on S&P 500 variance. A
fourth-quarte
j*******t
发帖数: 123
29
一个queue里会有很多很多future, 包括future放进来的时间。要求一个处理这个queue
的thread,(也可以多个)凡事超过一定时间的都认为time out, 要invoke other
function 重新处理。做完的要record 做完了就行了。没做完的,但没超时接着等。
我觉得既然这样就肯定不能用future.get (timeout).
我只能不停的检查queue, 看每个future.isdone, 和future产生的时间,做完的和超
时的处理好说,但是没做完的还得放回来。但是如果只有一两个job的话还没time out
的话,就会不停的dequque, enqueue. 显然会waste a lot of computer power,
问问大牛有什么更好的方法吗?
q**x
发帖数: 1636
30
来自主题: Stock版 - Future 盘后暴涨
for real?
FUTURES FUTURES FAIR VALUE (2.01)

11955.01 11682.0 -215.00 11899.01 11682.0 -217.01
Last Updated: 4:14:59 PM
S&P 500
1month
FUTURES FUTURES FAIR VALUE (0.1)

1253.3 1224.6 -24.70 1249.4 1224.6 -24.80
Last Updated: 4:18:13 PM
NASDAQ (Mini)
1month
FUTURES FUTURES FAIR VALUE (0.23)

2360.08 2303.5 -52.50 2356.23 2303.5 -52.73
m*****y
发帖数: 3981
31
还有:
futures 中的 options有些是 欧洲式, 有些是美国式。
futures 有 weekly options 的不多,有的 weekly options 的 比如ES 要不是撞到魔
力日,周五4pm过期 (settlement price),但是ES futures 到4:15pm 停盘
ETF spy 是美国式, weekly options 周五4:15pm 过期 (即使撞到魔力日)
由于 4pm 4:15pm 的时间差,options trading strategy 策略ES和SPY就不一样。 撞
到魔力日
,就没pin risk的空子钻了,只好用SPY等 4:15pm 过期。
对于新手,建议最好别去碰没有options 的Futures,ETF 也是这样。
futures 有个大缺点,每个ticker的差价太大 (ES 0.25) ,ES futures options 0.05,
SPY ETF 是 0.01 进位的。
m*****y
发帖数: 3981
32
还有:
futures 中的 options有些是 欧洲式, 有些是美国式。
futures 有 weekly options 的不多,有的 weekly options 的 比如ES 要不是撞到魔
力日,周五4pm过期 (settlement price),但是ES futures 到4:15pm 停盘
ETF spy 是美国式, weekly options 周五4:15pm 过期 (即使撞到魔力日)
由于 4pm 4:15pm 的时间差,options trading strategy 策略ES和SPY就不一样。 撞
到魔力日
,就没pin risk的空子钻了,只好用SPY等 4:15pm 过期。
对于新手,建议最好别去碰没有options 的Futures,ETF 也是这样。
futures 有个大缺点,每个ticker的差价太大 (ES 0.25) ,ES futures options 0.05,
SPY ETF 是 0.01 进位的。
E***r
发帖数: 1037
33
来自主题: Stock版 - CME to launch Bitcoin futures
http://www.cmegroup.com/media-room/press-releases/2017/10/31/cme_group_announceslaunchofbitcoinfutures.html
News Release
CME Group Announces Launch of Bitcoin Futures
Tue Oct 31 2017
CHICAGO, Oct. 31, 2017 /PRNewswire/ -- CME Group, the world's leading and
most diverse derivatives marketplace, today announced it intends to launch
bitcoin futures in the fourth quarter of 2017, pending all relevant
regulatory review periods.
The new contract will be cash-settled, based on the CME CF Bitcoin Refere... 阅读全帖
t**********s
发帖数: 2968
34
Nasdaq Soon To Start Bitcoin Futures. What Next?
Summary
CME Group, the world's largest futures exchange, has announced that it has
self-certified the listing of Bitcoin futures contract by December 18th.
CBOE Futures Exchange and Cantor Exchange are "operational ready" for
Bitcoin futures and awaiting listing date.
Along with CME and CBOE, the mighty Nasdaq is joining the Bitcoin rush.
Bitcoin is moving to mainstream as a tradable asset class
-----------------------------,see link below
https:/... 阅读全帖
w******e
发帖数: 142
35
来自主题: Quant版 - 答谢文,谈谈VIX 和 VIX future
赞内容丰富长文,想补充一点个人的对于vix future看法.虽然大家上课都学的是
future的价钱是未来underlying东东的期待价钱,但是如果大家观察时间足够长就会发
现这个expectation好像和最后实际的vix spot会差距很大。有一篇最近的paper,忘了
名字了,就是测试spot和front month的价钱是否满足expectation hypothesis,这个
就和Fama很多年前研究bond的yield curve的结果有相似之处,就是yield curve
predicts future excess bond returns rather than future yield changes,或者是
it is better at forecasting changes in short-dated yeilds while it is a poor
forecaster of near-term changes in long-dated yields.所以不能完全把vix
future价钱理解为risk neutral里面的期待值。
同时morga... 阅读全帖
w*******y
发帖数: 60932
36
I searched the forum to see if any one has posted this and did not see it.
I apologize if someone has already posted this; if some one did post this
earlier, please rep the OP who posted this earlier, if this is a good deal.
Puma has the following shoes on clearance. These shoes are Ferrari branded
and are very comfortable; I bought all the three. You get free shipping if
your order is above $85.
Only sizes 13& 14 - $40
Link:
http://www.shop.puma.com/Ferrari-Future-Cat-M1-Shoes/pna303547,
#... 阅读全帖
c*******y
发帖数: 1630
37
来自主题: Stock版 - 科普一下VIX相关ETF, FUTURES
我自己很少做股票,所以对VIX的几十种(应该超过20种了)ETF不是特别了解,但是如
果要炒作任何一种ETF,我会事先去读一下官方的prospectus。
VXX我是仔仔细细阅读了一下。知道每月的rolling over加上future的premium减少一定
程度上能解释VXX的单调衰减。当然还有管理费,一年0.89%的管理费其实并不少。要知
道SPY只有0.095%一年的管理费。
不过我以前的认识也有错误的地方,绝大部分VIX ETF都是track某些VIX futures组合
的index。实际上issuer也是用futures来hedge自己发行的shares。而VIX futures是0.
05一个tick,相当于50块钱,考虑到一个contract本身面值只有2万多(当前价位),
50块钱是非常差的设计,但是没有办法,目前交易所规则如此。我原以为rollover,相
当于back spreading,是要承受至少0.05+0.05(第二个月份流动性更差,spread可能
会大于一个tick)的spread,大致相当于100/20000=0.5%的交易成本,所以每个月
rol... 阅读全帖
r***r
发帖数: 2077
38
Stock futures are off 1%, Wall Street looks headed for another brutal day
NEW YORK (MarketWatch) — U.S. stocks futures slumped on Thursday, implying
that there may be more carnage in store for investors after Wednesday’s
wild roller-coaster trading session when markets open Thursday.
Stronger-than-expected jobless claim data did little to alleviate fears of a
slowdown in the U.S. recovery. A hefty lineup of Federal Reserve speakers,
and earnings from prominent companies such as Goldman Sachs Gro... 阅读全帖
E***r
发帖数: 1037
39
来自主题: Stock版 - 罗素2000也出E-mini futures了
Symbol:RTY
https://finance.yahoo.com/quote/RTYU17.CME
http://www.cmegroup.com/trading/equity-index/us-index/e-mini-russell-2000_contract_specifications.html
http://institute.cmegroup.com/courses/learn-about-e-mini-russell-2000-futures/modules/introduction-to-e-mini-russell-2000
今年7七月刚推出的,我刚刚才知道。
The E-mini Russell 2000 Index Futures Contract trades Sunday through Friday,
from 5pm to 4pm central time, with daily trading halts from 3:15 to 4:00pm.
A single RTY contract has a value of $50 times the... 阅读全帖
l**n
发帖数: 7272
40
来自主题: WashingtonDC版 - Oracle's Fight for the Future
Sincere we have a good number of DBA and DB developer friends here.
The continuing lawsuit between Oracle and Google has raised a lot of thorny
questions about patent violations, copyright violations and what
constitutes a fair use of software. One other large question is not in the
lawsuit itself: Why did Oracle bring this lawsuit in the first place?
The answer is that most likely, Oracle is making a claim on the future.
Oracle may say it is setting right a wrong, because in creating the Andro... 阅读全帖
O******e
发帖数: 4845
41
Request for Information (RFI): Input into the Deliberations of the Advis
ory Committee to the NIH Director Working Group on the Future Biomedical
Research Workforce
Notice Number: NOT-OD-11-106
Key Dates
Release Date: August 17, 2011
Response Date: October 7, 2011
Issued by
National Institutes of Health (NIH)
Purpose
This Notice is a time-sensitive Request for Information (RFI) requesting
input into the deliberations of the Advisory Committee to the NIH Direc
tor Working Group on the Future Bio... 阅读全帖
B*********h
发帖数: 800
42
来自主题: Quant版 - [合集] Futures v.s. Forward
☆─────────────────────────────────────☆
scotthuang (scott) 于 (Fri Mar 2 01:25:44 2007) 提到:
Assuming constant interest rate, futures contract and forward contract are
the same right? (ignoring the facts such as futures are exchange-trade and
so on)
But then, the way futures works is very strange. People maintain a margin
account. And if futures price goes up by 3 dollars, then 3 dollars will be
added to your acccount(assume you long a futures contract). But in fact,
this contract's value on
m******r
发帖数: 6963
43
U.S. stock market futures tumbled in early trading Wednesday night,
signalling potential Thursday losses on Wall Street, after Canada arrested a
top executive of Chinese telecom giant Huawei Technologies at the request
of the U.S., a move that is seen as exacerbating tensions between the U.S.
and China. Dow Jones Industrial Average futures YMZ8, -1.37% were down more
than 300 points Wednesday night, off more than 1.4%. S&P 500 futures ESZ8, -
1.30% and Nasdaq Composite futures NQZ8, -1.71% were ... 阅读全帖
l****z
发帖数: 29846
44
College Grad Says Obamacare ‘Has Raped My Future’ In Viral Letter
October 9, 2013 3:02 PM
(CBSDC) – A University of Michigan graduate penned an open letter that went
viral online as she described how President Barack Obama’s signature
health care law hurts the working poor, and has “raped” her future.
Ashley Dionne, 26, posted the now-viral letter to conservative radio host
Dennis Prager’s Facebook page earlier this week.
She explains how she graduated from the University of Michigan in 2009, at... 阅读全帖
h***i
发帖数: 1970
45
http://www.aastocks.com/en/stocks/news/aafn-content/NOW.677716/
According to the sources of Reuters, China Financial Futures Exchange has
suspended 19 accounts for futures short positions for a period of one month.
The Exchange stated that normal futures tradings are not affected.
这招牛,是不是再拉上去给他们爆菊?
v***l
发帖数: 2623
46
看到这个问题被一遍遍问到,我来积攒RP写个人经验总结.这些经验可能只是用于和
bioengineering相关专业。本人女AP to be, no NSF, 不欢迎人肉。
我在自己去面试之前,听过本系很多job seminar,chalk talk虽然没有混进去过,但
是听老板讲过不少。实验室的师兄去面试过很多学校,ME/BME都有,听他详细的介绍过
经验。我自己面试过一所学校,给过一个seminar和两个chalk talk。下面我来把所有
的所见所闻总结一下。
首先,一般来讲,你需要准备两个talk,一个是job seminar,另一个是chalk talk (
也就是你的future research)。有的学校是一次visit两个都要求,有的学校是在第二
次visit才要求chalk talk。所以同学们接到面试后,一定要发信问清楚,对方对你的
talk的结构和期望是什么,别准备错了!
job seminar说简单了,就是去show off你最牛B的科研成果,一般一个seminar是一个
小时左右,你准备讲45-50分钟就足够了,切记最好不要超过50分钟!job seminar... 阅读全帖
z**u
发帖数: 1025
47
一般去conference present或者就是博士毕业答辩把,都有一个future work部分,说
下将来可以怎么继续工作。
但是到了job talk这边,我比较困惑的是,请问怎么和research statement上的future
work结合起来呢?这两个不是一个future work把,committee应该更希望听的是你自
己做faculty要做的其他方向?所以我是不是可以不介绍博士工作的future work呢...
谢谢..
k********8
发帖数: 7948
48
来自主题: Stock版 - Milk futures: Better than gold
http://money.cnn.com/2012/01/04/markets/milk_futures/index.htm
NEW YORK (CNNMoney) -- The commodity which enjoyed the biggest gain in price
last year can be answered with a simple question: Got milk?
That's because milk, not gold, oil, or any of the more popular futures
contracts, enjoyed about a 35.7% rise in price in 2011 to close at 18.77
cents per pound.
PrintComment
That compares to an 11.7% rise in the price of gold and a 10% rise in crude
oil prices. It also blows away the more modest gai... 阅读全帖
l***8
发帖数: 149
49
http://www.zerohedge.com/news/2017-12-10/cboe-website-crashes-futures-trading-begins-bitcoin-price-squeezed-10-higher
Bitcoin Futures Top $18,000, Soar 20% From Open - Halted for Second Time
Update: At 10:05pm ET, the CFE halted trading in Cboe Bitcoin Futures (XBT)
, in accordance with CFE Rule 1302(i)(ii) which defines the threshold for
the halt as a 20% surge. XBT will re-open for trading approximately five (5)
minutes from the time of the halt.
Bitcoin Futures have topped $18,000 for the ... 阅读全帖
w****o
发帖数: 2260
50
Futures和第二天股市没有任何毛关系。只是开盘会受futures影响。很多的情形是股市
和futures正好相反。玩股市的人,没有人关心futures. 除非你弄期指交易。
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