Futures contract selection · TradersWeek

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Output: Market-regime classification
Input: Cross-market prices, volatility, carry and portfolio weights
Horizon: Weeks to months
Best use: Put a single trade into a diversified or regime-aware context.

Input: Cross-market prices, volatility, carry and portfolio weights.
Output: market-regime.
Use boundary: Put a single trade into a diversified or regime-aware context.

The archive

Where the method has been read

Read in the archive24 of 51 readings

2002Single-stock futures and the sleeve that belongs on the ticketOptions and volatility 2007Ethanol futures liquidity lagged the policy boomLiquidity and costs 2010Relative liquidity ranking for futures contract selectionLiquidity and costs 2010A liquidity filter for executable futures contract selectionLiquidity and costs 2010Screening futures by liquidity, open interest, and equal-dollar sizeLiquidity and costs 2010Ranking futures liquidity for executable contract choiceLiquidity and costs 2010Liquidity and open interest screens for futures selectionLiquidity and costs 2010Ranking futures by open interest and equal-dollar liquidityLiquidity and costs 2011Liquidity filter for futures contract selectionLiquidity and costs 2011Silver contract-selection by size, hours, and carryIntermarket and spreads 2011Futures liquidity rank as an execution filterLiquidity and costs 2011Filtering futures by liquidity, open interest and equal-dollar sizeLiquidity and costs 2011Liquidity and open interest as a screen for futures selectionLiquidity and costs 2011A futures liquidity filter for equal-dollar executionLiquidity and costs 2012Ranking futures liquidity before choosing a contractLiquidity and costs 2013Liquidity-first futures contract selectionLiquidity and costs 2013Equal-dollar liquidity filter for futures contract choiceLiquidity and costs 2013Futures liquidity filters for executable contract selectionLiquidity and costs 2013Filter listed futures by liquidity and open interest firstLiquidity and costs 2013Ranking listed futures by liquidity and equal-dollar sizeLiquidity and costs 2013A pre-trade liquidity filter for futures contract selectionLiquidity and costs 2014Why commodity futures are trades, not long-horizon holdingsIntermarket and spreads 2014Rank futures liquidity before selecting the contractLiquidity and costs 2014Filter futures by equal-dollar liquidity and open interestLiquidity and costs

This registry entry describes a research method. It is not investment advice and does not make a performance claim.