Learn algorithmic trading at ATJ Research:
https://www.atjresearch.com/get-started
(Members) Download notebook:
https://www.atjresearch.com/post/download-synthetic-futures-using-options
Timestamps:
00:00 – Intro
01:48 – Extracting option prices
05:38 – Computing synthetic futures price
08:28 – Basis and implied rate
11:20 – Strategies
Risk Disclaimer:
Content provided by ATJ Traders does not serve as investment advice but serves for research purposes only. Your capital is at risk when trading in the financial markets. Past performance is not an indicator of future results. The use of ATJ Traders’ content or 3rd party investment services is solely at your own discretion and responsibility.
