Third (month) futures contract codes are
Thus, assuming constant rates, for a simple, non-dividend paying asset, the value of the futures/forward price, F(t,T), will be found by compounding the present value S(t) at time t to maturity T by the rate of risk-free return r.
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That’s it!! You would have your chart ready.
Now to show the YoY change instead of 2013 values in chart labels, follow the steps below:
Excel chart data labels are quite boring. While there is not much you can do with these, a bit of excel trickery can add some glamor to it. In this post, I will show you how to show trends in chart labels in a bar chart. Something as shown below:
If I plot 2013 data only, it won’t tell us how much the sales of a product have increased/decreased over the last year. However, I can do this by changing the chart data label to show the YoY change. To do this, we first need to modify our data set a bit.
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Today, the term is often applied to the speculative trading strategies associated with hedge funds, including statistical, merger, fixed income, and convertible arbitrage.
Formally, theoreticians define an arbitrage as a trading strategy that requires the investment of no capital, cannot lose money, and has a positive probability of making money.
In practice, people don’t write about true or speculative arbitrage. They just write about arbitrage. It is up to the reader to infer from context which type the author is referring to. In a theoretical or financial engineering context, this is usually true arbitrage. In a trading or portfolio management context, it is usually speculative arbitrage. In a risk management context, it could be either.
Such opportunities reflect minor pricing discrepancies between markets or related instruments. Per-transaction profits tend to be small, and they can be consumed entirely by transaction costs. Accordingly, most arbitrage is performed by institutions that have low transaction costs and can make up for small profit margins by doing a large volume of transactions.
To distinguish between the two definitions of arbitrage, we might call them “true” and “speculative”. In a sense they represent two ends of a spectrum. In practice, true arbitrage is rare. Almost every transaction entails some risk—perhaps due to liquidity, the timing of offsetting transactions, or perhaps some credit exposure. If “true” arbitrages become increasingly complicated or sophisticated, the subtle risks multiply. From there, it is a slippery slope to “speculative” arbitrage.
People from fields other than finance or economics sometimes confuse the two forms of arbitrage. I once helped a professor from an unrelated field who was writing a paper that mentioned arbitrage. He had read about the profound importance of arbitrage in finance theory but thought this referred to the speculative arbitrage he had read about in books on hedge funds. Journalists often confuse the two. A former colleague once commented about journalists who “write about true arbitrage as if it were something unconscionable.”
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The concept, the price point and, perhaps, the fact that Snoop Dogg and Jared Leto were some of the app’s early backers, make it attractive to young, politically aware and financially struggling investors. According to MarketWatch, the average Robinhood customer is 26, and 25 percent of its users are investing for the first time. And Investopedia reports that millennials make up approximately 80 percent of Robinhood’s accounts.
The app’s founders, who were roommates and classmates at Stanford University, were inspired by the 2011 Occupy Wall Street protests, reports Business Insider. Bloomberg News reported that while working on Wall Street, the pair realized that the true cost of executing trades had fallen to just a fraction of a penny, yet commissions as high as $10 were still the industry standard.
NinjaTrader, for example, promises that you can use its service for free — and if you’re talking about charting, analytics, strategy development and trade simulation, you can. If you want to actually invest by trading futures, however, commission fees range from 53 cents to 95 cents per contract. Ninety-five cents might seem cheap, but it fails to meet the definition of “free.”
Once you download the app, signing up consists of a few steps: creating a profile, linking to a bank account and verifying your identity. From there, users can begin placing commission-free trades. The minimalist app is sleek, simple and intuitive.
In 2014, the no-fee stock trading app Robinhood was launched. By employing algorithms instead of human traders and outshining brick-and-mortar competitors, the founders of the “freemium” service were able to remove commission fees altogether for “regular” trades of securities listed in the United States (premium services like margin lending come with a fee, however).
MarketWatch’s Victor Reklaitis wrote before Robinhood’s launch that one of the only drawbacks to commission-free trading is that it could encourage users to trade more frequently than they should. “Study after study has shown that most individual investors would be better off trading less rather than more,” he writes.
Another potential drawback is the app’s inability to really educate its users. Investopedia points out the app does not offer Level II quotes or paid news service feeds. “Novice investors with very little experience may find the zero cost appealing, but risk making bad decisions if they are not able to obtain news, research and analysis from alternate sources,” states the site.
if Robinhood fails what happens to the stocks I bought
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Writing your own ticket involves writing put and call options. And though the goal of put writing versus call writing is different in a strategic sense, the ultimate goal of increasing your overall gains — along with your overall wealth — is one and the same.
Article printed from InvestorPlace Media,
Considering how many components are involved with a successful trade, i.e., how many things you have to get right, why not take greater control of the variables by writing your own ticket?
Making money in any type of market can be an extremely trying proposition. You’ve got to pick the right stock, pick the right options — oh, and you’re timing also has to be right.
On the surface, writing covered calls seems like hitting a home run. Also known as a “buy-write,” this strategy involves selling call options against stock that you already hold long.
In fact, writing covered calls is one of the most frequently used and safest options strategies, because it is one of the most conservative plays a trader can make.
Well, then you’d keep your premium money — as well as your stock — because the option buyer wouldn’t want to call the shares away from you at a cost that’s above the market price. His or her option would likely expire worthless.
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Bear of the Day: Bojangles' (BOJA)
SteamBot is a bot written in C# for the purpose of interacting with Steam Chat and Steam Trade. As of right now, about 8 contributors have all added to the bot. The bot is publicly available under the MIT License. Check out LICENSE for more details.
A list of contributors (add yourself if you want to):
While running the bots you may find it necessary to do some basic operations like shutting down and restarting a bot. The console will take some commands to allow you to do some this. See the usage guide for more information.
In this paper, we discuss a rare case of PCCD-TCL in association with HLH and cardiac sudden death. Interestingly, the patient was also found to have cardiac amyloidosis which has not been reported in the setting of HLH or γδ TCLs.
Peripheral T-cell lymphomas (PTCLs) are uncommon neoplasms, representing only 10–15% of non-Hodgkin's lymphoma, with an incidence of approximately 1.79/100,000 persons per year 1 . Gamma–delta T-cell lymphomas (γδ TCLs) arise from immature T cells with γδ T-cell receptors (TCR). γδ T-cells comprise only 2–5% of peripheral T-cells, but appear to have a role in both the innate and adaptive immune systems, with both cytotoxic and regulatory properties 2 , 3 , 4 .
While HSTL almost always arises from γδ T-cells, γδ variants of CTCL are incredibly rare. These two malignancies also arise from different γδ populations: HSTL from the V1 subtype, and PCGD-TCL from the V2 subtype. PCGD-TCL is derived from activated cytotoxic T-cells that demonstrate granzyme B and perforin positivity. While PCGD-TCL is a cutaneous disease, it is extremely aggressive and has a predilection to spread viscerally. B symptoms are common and many patients may present with Hemophagocytic Lymphohistiocytosis (HLH) 5, 9, 11 .
A 70-year-old retired teacher with past medical history notable for hypertension, diabetes mellitus type II, and obesity presented with a history of fevers, altered mental status, and new skin nodules. The week prior to his visit, the patient was admitted to an outside hospital with a fever to 103°F and a 4-month history of pruritus, accompanied by a 2-month history of progressive mental status change. Hospital workup revealed Urinary tract infection and Clostridium difficile negative diarrhea. A CAT scan showed multiple subcutaneous nodules. A core needle biopsy of an axillary lymph node demonstrated an atypical lymphoid infiltrate with CD2+/CD3+/CD56+/TCR T-cells expressing the cytotoxic markers perforin, granzyme B, and TIA-1. The differential diagnosis was consistent with T-cell lymphoma. Additional immunostains demonstrated that the T-cells were negative for Beta-F1, indicating that they were of γδ origin (Fig. 1).
γδ TCLs represent a minority of these lymphomas, though they have been shown to have an aggressive course and portend a very poor prognosis 5 . The most recent WHO-EORTC classification identifies two major subtypes of γδ TCLs, primary cutaneous gamma–delta T-cell lymphoma (PCGD-TCL), and hepatosplenic T-cell lymphoma (HSTL) 6 . PCGD-TCL is estimated to represent approximately 1% of cutaneous T-cell lymphomas (CTCLs) and HSTL is estimated to represent <1% of all non-Hodgkin's lymphoma 7-10 . Rare cases of PTCL, Not Otherwise Specified (NOS) have also been found to express γδ TCRs.
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