Futures & Commodities Trading for Programmers
This is the third course in the trading-for-programmers set, alongside Options…
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#futures
13 posts
Build a Futures Algo: A Trend System, End to End
The capstone. We take the whole course — the linear payoff, cost of carry…
Data & Tooling: Broker APIs and the Continuous-Contract Trap
Finally, the part that is ours. The futures stack is mostly the same as any…
Risk & Position Sizing: Leverage Cuts Both Ways
If you skip everything else, do not skip this. In futures, leverage is the whole…
Hedging: What Futures Were Actually Invented For
Before there were speculators and algos, there were farmers and millers who just…
Directional Strategies: Trend, Breakout & Mean Reversion
With the mechanics understood, we can run actual strategies. Futures are a…
Rollover & Term Structure: The Contango Bleed
Here is a cost that catches almost everyone who treats a future like a stock…
Spreads & Arbitrage: Trade the Relationship
An outright long or short future is a big, leveraged, directional bet. Spreads…
The Commodity Universe: NSE Futures & MCX Commodities
Now the menu. Indian futures come in two big families — financial futures on NSE…
Margin, Mark-to-Market & Leverage
Options have premiums; futures have margin and daily mark-to-market. These two…
Pricing & Basis: Cost of Carry, Contango & Backwardation
Why does a Nifty future trade at 24,138 when the index is at 24,000? Not magic…
Why Futures (for Coders)
This course rounds out the trading set. You have (hopefully) seen options…
Futures Basics: Long, Short, Contract Specs & the Linear Payoff
This lesson is the vocabulary and mechanics you must own. Futures are simpler…