This brief article discusses the most common strategies employed by futures traders, namely: trend-following and …

Should an investor enter into long-term positions in oil futures contracts? In answering this question, this paper will … cover the following three considerations: (1) the case for structural positions in crude oil futures contracts; (2) useful … will conclude by noting the conditions under which one might consider including oil futures contracts in an investment …

This paper will review the current debate on commodity futures trading and discuss what we can learn from past …

The paper discusses the practical issues involved in applying a disciplined risk management methodology to futures … fund management to futures trading as well as discussing some of the risk management issues that are unique to leveraged … futures trading …

investment universe and their ability to symmetrically take long and short positions in liquid futures markets. While the long …

Derivatives are playing an increasing role within the trading ecosystem of Bitcoin markets. This includes futures that … the nuances of bitcoin spot and futures trade activity influence market price discovery results obtained using traditional …-lag analysis on bitcoin spot and futures markets by using the Hayashi-Yoshida (HY) estimator (Hayashi and Yoshida, 2005). Our …

management in the commodities market. A transaction tax (of 0.01 per cent) on commodity futures trading was introduced in the … imposition on the total volume traded of a few select commodity futures as well as on the overall efficiency of the commodity … market. Results for the event study suggest a significant drop in traded volumes of commodity futures such as gold, copper …