Futures - Module 8
Futures specialist topics
Roll mechanics in full, term structure and calendar spreads, basis against cash, and exchange-specific microstructure. The depth every earlier module deferred.
9 lessons, about 60 minutes - membership content: each lesson shows its summary free
- 1The roll, in full: windows, crowds and craft7 min
- 2Term structure across the families6 min
- 3Calendar spreads: trading the tilt, described properly7 min
- 4The basis, properly: fair value in full7 min
- 5Convergence, and expiry mechanics in full6 min
- 6Limit machinery, and the microstructure of the book7 min
- 7When the curve IS a forecast: the rate-futures exception7 min
- 8The cash-futures ecosystem6 min
- 9Everything the track deferred7 min