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The second point, and this was surprising to me myself, turns out that it is no longer the real stock that rules the index, which rules the futures, but exactly the opposite. The tail wags the dog.
What is the basis for such a statement?
This is a very strong point. The directionality of causality can be the basis of break-even trading.
What is the basis for such a statement?
This is a very strong point. The directionality of causality can be the basis of break-even trading.
What is the basis for such a statement?
This is a very strong point. The directionality of causality can be the basis of break-even trading.
Even more - information about the existence of a causal link in one direction only, with no feedback.
In the amount of money that is swirling there and there. It's not just my guess, it's also what other people are telling me. Plus, if anyone has seen how the market opens and has been paying attention, everything is obvious. And it is difficult to find your breakeven trade in this, because in fact, the described effect is the actions of arbitrageurs - try to compete with them.
There is a Granger causality test. It is, as I recall, directional. You have to calculate, not compete. Do you have such a calculation?
Does this test make money? If not, throw it out, it is not suitable for the market.
OI in soybeans is off the charts, seems to be the highest in 10 years, and there is also a divergence in availability.
Unfortunately, what you have seen is not cyclical. It's just that Cip is a derivative instrument that does not actually deliver. Therefore, after the current futures on it expire, all open contracts collapse and open interest drops sharply. Then the positions of the hedgers also monotonically begin to rise until the new expiration. That is, in general, they only repeat the dynamics of open interest, which is not enough to make money.
What you have described is pure speculation. They are forbidden for hedgers (that's why they are hedgers - if you want to speculate, register as a speculator and go ahead). A hedger has to have an underlying spot asset and use his hedge to bring it to the market. In addition, hedgers simply cannot drive such volume up and down. Look at their positions, it is millions of contracts (!), distributed only among 30-60 players, it is always 70-90% of the total market volume. What kind of intraday trading can we talk about with volumes like that?
Wheat. Well on corn also shows well, I think wheat and corn from 1000 norms to short.