The present article contains a brief review of the existing procedure of the order execution on CME. This procedure depends on certain parameters initially set by a broker’s customer when forming orders. We will consider in this article what order types and qualifiers exist.
Today we continue a series of articles about the strategies of use of the Footprint chart through the examples of various financial instruments. This time we will consider the Footprint chart of crude oil, which is the most important financial instrument of the modern futures market. In this article: Review of the crude oil futures […]
The time factor in trading is often undervalued. Theoretically it may help traders to make more efficient trading decisions, move up the bottom level of profitability and facilitate an immediate closure of loss-making positions. The time factor could be used by different types of traders for improving the decision making process regardless of the trading […]
Dear friends! As we promised, we continue our review of the CME Group order matching algorithms. This time, we will analyze the threshold algorithm of proportional distribution (Threshold Pro Rata Algorithm) through an example. In this article: Logic of the algorithm operation. Example of use.
Dear friends! Today, we will consider the operation of the threshold algorithm of proportional distribution with the use of the market maker stimulation program (Threshold Pro Rata with LMM) through the example of the US 10-Year Treasury Note option. In this article: Logic of the algorithm operation. Example of use.