The most banal trading strategy - page 12
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40 times?
Depends on the discount rate of the Central Bank. Not 40 times. In simple terms, the price of a futures contract takes into account the cost of credit, i.e. it includes interest payments for the use of funds, usually at the Central Bank rate as the source of cheap funds in the country. Accordingly, by the time the futures contract is executed the amount of interest decreases and tends to zero, this delta decreases every day (not really calculated by leaps and bounds, from session to session or at the opening), i.e. if the underlying asset (shares) does not change in price, the futures, by its nature will still be cheaper. Well, if the asset falls, the futures will end up cheaper than the underlying asset. If there are unplanned dividends in the paper (at the time of the transaction), you can also make money on that.
However, you must also take into account the amount of CS to maintain the futures position, which is actually a diversion of funds, about 10% of the value of assets - changing from session to session.Depends on the discount rate of the Central Bank. Not by a factor of 40. In simple terms, the price of a futures contract takes into account the cost of credit, i.e. it includes interest payments for the use of funds, usually at the Central Bank rate as the source of cheap funds in the country. Accordingly, by the time of futures execution the amount of interest decreases and tends to zero, this delta decreases every day (not really calculated by leaps and bounds, from session to session or at the opening), i.e. in fact if the underlying asset (shares) does not change in price, the futures, by its nature will still decrease in value. Well, if the asset falls, the futures will end up cheaper than the underlying asset. If there are unplanned dividends in the paper (at the time of the transaction), you can also make money on it.
I gave a specific example. A specific year, specific data.
I gave a specific example. A specific year, specific data.
You just don't think about the words I write.
The only thing is that it is difficult for me to simulate this situation, also due to the lack of a snapshot of the stock at the time. Now gazprom futures are realistically tradable, in terms of volume more or less ok for the private investor.
Listening carefully, announce the whole list, please.
And on second thought? Look at the futures decay chart. Who's the accountant, after all? ) Although I may be confused about the accountant).
A similar trick is possible with options, but it's more complicated, but the profits are bigger too.
What if you think about it? Look at the breakdown chart of the futures. Who is the accountant, after all? ) Although I may be confused about the accountant).
Here's the decay graph I wanted just to look at on the custom symbol, but that's how I failed with them, can you tell me how to do it?
Here's the decay graph I wanted to just look at on the custom symbol, but that's not how I got them, can you tell me how to do it?
Read the theory. And you don't need to look at the symbols).
Read the theory. And you don't need to look at the symbols).
I am familiar with general theory, which is why I can't explain where the extra interest comes from, if you don't count the unplanned dividends...
I am familiar with the general theory, which is why I can't explain why there is extra interest if you don't take into account unscheduled dividends...
First of all, why are there unplanned dividends? If you hold shares, especially for a long time, during this period there may be planned dividends.
Extra interest as the futures decays exponentially, i.e., unevenly. Periodically, you can invest in the futures, which decays faster, and you get the extra interest.
By a factor of 40?
If you are both buying and selling at the same time (holding two positions at the same time), what difference does it make how many times?
I've said enough. I'll shut up for now.
What's up with your odds?