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 Post subject: 有没有future trading 的普及课啊
PostPosted: 8/30/06 18:33 
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Joined: 8/23/06 22:34
Posts: 6431
连着三天飞苍蝇,有体会也有疑问


 
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 Post subject: Re: 有没有future trading 的普及课啊
PostPosted: 8/30/06 18:35 
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Joined: 8/23/06 22:34
Posts: 6431
第一问
huaidan wrote:
不过挺上瘾的,虽然累点。不知道前辈体会对身体有没有损害 嘿咻也累,天天做也不行。
highlander wrote:
huaidan wrote:
TMMD 干这活累死了,我要考虑考虑我是不是真的想干
True, future trading is hard labor. Do not do it everyday.


 
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 Post subject: Re: 有没有future trading 的普及课啊
PostPosted: 8/30/06 18:37 
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第二问,
什么是FUTURE。 拿ES 来说,做都做的FUTURE, 那为什么不直接HOLD 或TRADE ES 本身呢


 
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 Post subject: Re: 有没有future trading 的普及课啊
PostPosted: 8/30/06 18:41 
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Joined: 8/24/06 08:51
Posts: 1853
huaidan wrote:
第二问, 什么是FUTURE。 拿ES 来说,做都做的FUTURE, 那为什么不直接HOLD 或TRADE ES 本身呢
In finance, a futures contract is a standardized contract, traded on a futures exchange, to buy or sell a certain underlying instrument at a certain date in the future, at a pre-set price. The future date is called the delivery date or final settlement date. The pre-set price is called the futures price. The price of the underlying asset on the delivery date is called the settlement price. The futures price, normally, converges towards the settlement price on the delivery date. ES is the symbol for SP500 index future. The underlying instrument is SP 500 for more see: http://en.wikipedia.org/wiki/Futures_contract also see the textbook by Hull Chapter 1 to 4


 
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 Post subject: Re: 有没有future trading 的普及课啊
PostPosted: 8/30/06 18:42 
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Joined: 8/22/06 07:07
Posts: 92508
huaidan wrote:
第二问, 什么是FUTURE。 拿ES 来说,做都做的FUTURE, 那为什么不直接HOLD 或TRADE ES 本身呢
ES的本身是SPX.本身是买不了的,要买就只能买OPTION或者FUTURE,或者ETF,也就是SPY. 但是SPY是股票,在税上可能不如FUTURE有利(至少不会更好).


 
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 Post subject: Re: 有没有future trading 的普及课啊
PostPosted: 8/30/06 18:44 
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Joined: 8/23/06 22:34
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嗯,有帮助 可是,FUTURE 到期了,如果是IN THE MONEY 就DELIVER 给我ES, 那在 IB 里能直接交易ES 吗?我没找到 ES 作为一个可以TRADE 的个体存在
highlander wrote:
huaidan wrote:
第二问, 什么是FUTURE。 拿ES 来说,做都做的FUTURE, 那为什么不直接HOLD 或TRADE ES 本身呢
In finance, a futures contract is a standardized contract, traded on a futures exchange, to buy or sell a certain underlying instrument at a certain date in the future, at a pre-set price. The future date is called the delivery date or final settlement date. The pre-set price is called the futures price. The price of the underlying asset on the delivery date is called the settlement price. The futures price, normally, converges towards the settlement price on the delivery date. ES is the symbol for SP500 index future. The underlying instrument is SP 500 for more see: http://en.wikipedia.org/wiki/Futures_contract also see the textbook by Hull Chapter 1 to 4


 
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 Post subject: Re: 有没有future trading 的普及课啊
PostPosted: 8/30/06 18:44 
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Joined: 8/24/06 08:51
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dave_liu wrote:
huaidan wrote:
第二问, 什么是FUTURE。 拿ES 来说,做都做的FUTURE, 那为什么不直接HOLD 或TRADE ES 本身呢
ES的本身是SPX.本身是买不了的,要买就只能买OPTION或者FUTURE,或者ETF,也就是SPY. 但是SPY是股票,在税上可能不如FUTURE有利(至少不会更好).
Futures' tax rate is how much?


 
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 Post subject: Re: 有没有future trading 的普及课啊
PostPosted: 8/30/06 18:45 
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Joined: 8/22/06 07:07
Posts: 92508
highlander wrote:
dave_liu wrote:
huaidan wrote:
第二问, 什么是FUTURE。 拿ES 来说,做都做的FUTURE, 那为什么不直接HOLD 或TRADE ES 本身呢
ES的本身是SPX.本身是买不了的,要买就只能买OPTION或者FUTURE,或者ETF,也就是SPY. 但是SPY是股票,在税上可能不如FUTURE有利(至少不会更好).
Futures' tax rate is how much?
不管你拿几秒种,都是6/4开. 60%算LONG TERM, 40%算SHORT TERM.


 
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 Post subject: Re: 有没有future trading 的普及课啊
PostPosted: 8/30/06 18:48 
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Joined: 8/24/06 08:51
Posts: 1853
dave_liu wrote:
highlander wrote:
dave_liu wrote:
huaidan wrote:
第二问, 什么是FUTURE。 拿ES 来说,做都做的FUTURE, 那为什么不直接HOLD 或TRADE ES 本身呢
ES的本身是SPX.本身是买不了的,要买就只能买OPTION或者FUTURE,或者ETF,也就是SPY. 但是SPY是股票,在税上可能不如FUTURE有利(至少不会更好).
Futures' tax rate is how much?
不管你拿几秒种,都是6/4开. 60%算LONG TERM, 40%算SHORT TERM.
Thanks, Dave. SPY is probably 100% short term, right?


 
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 Post subject: Re: 有没有future trading 的普及课啊
PostPosted: 8/30/06 18:51 
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Joined: 8/22/06 07:07
Posts: 92508
highlander wrote:
dave_liu wrote:
highlander wrote:
dave_liu wrote:
huaidan wrote:
第二问, 什么是FUTURE。 拿ES 来说,做都做的FUTURE, 那为什么不直接HOLD 或TRADE ES 本身呢
ES的本身是SPX.本身是买不了的,要买就只能买OPTION或者FUTURE,或者ETF,也就是SPY. 但是SPY是股票,在税上可能不如FUTURE有利(至少不会更好).
Futures' tax rate is how much?
不管你拿几秒种,都是6/4开. 60%算LONG TERM, 40%算SHORT TERM.
Thanks, Dave. SPY is probably 100% short term, right?
这个至少是灰色地带.


 
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 Post subject: Re: 有没有future trading 的普及课啊
PostPosted: 8/30/06 18:53 
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Joined: 8/23/06 22:34
Posts: 6431
那我的ES FUTURE 到期对方DELIVER 给我什么? 10X SPY?
dave_liu wrote:
huaidan wrote:
第二问, 什么是FUTURE。 拿ES 来说,做都做的FUTURE, 那为什么不直接HOLD 或TRADE ES 本身呢
ES的本身是SPX.本身是买不了的,要买就只能买OPTION或者FUTURE,或者ETF,也就是SPY. 但是SPY是股票,在税上可能不如FUTURE有利(至少不会更好).


 
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 Post subject: Re: 有没有future trading 的普及课啊
PostPosted: 8/30/06 18:53 
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Joined: 8/24/06 08:51
Posts: 1853
For delivery, you need to check the contract spec for E-mini at CBOE website. From the top of my head: no one can give you an spx index. The delivery probably would be in cash (the difference between the delivery price and the spot price on the settlement date)
huaidan wrote:
嗯,有帮助 可是,FUTURE 到期了,如果是IN THE MONEY 就DELIVER 给我ES, 那在 IB 里能直接交易ES 吗?我没找到 ES 作为一个可以TRADE 的个体存在
highlander wrote:
huaidan wrote:
第二问, 什么是FUTURE。 拿ES 来说,做都做的FUTURE, 那为什么不直接HOLD 或TRADE ES 本身呢
In finance, a futures contract is a standardized contract, traded on a futures exchange, to buy or sell a certain underlying instrument at a certain date in the future, at a pre-set price. The future date is called the delivery date or final settlement date. The pre-set price is called the futures price. The price of the underlying asset on the delivery date is called the settlement price. The futures price, normally, converges towards the settlement price on the delivery date. ES is the symbol for SP500 index future. The underlying instrument is SP 500 for more see: http://en.wikipedia.org/wiki/Futures_contract also see the textbook by Hull Chapter 1 to 4


 
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 Post subject: Re: 有没有future trading 的普及课啊
PostPosted: 8/30/06 18:57 
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Joined: 8/22/06 07:07
Posts: 92508
huaidan wrote:
那我的ES FUTURE 到期对方DELIVER 给我什么? 10X SPY?
dave_liu wrote:
huaidan wrote:
第二问, 什么是FUTURE。 拿ES 来说,做都做的FUTURE, 那为什么不直接HOLD 或TRADE ES 本身呢
ES的本身是SPX.本身是买不了的,要买就只能买OPTION或者FUTURE,或者ETF,也就是SPY. 但是SPY是股票,在税上可能不如FUTURE有利(至少不会更好).
CASH. 所以CASH SETTLE的都是6/4开.而SPY是股票,本身又是指数股,所以是灰色.


 
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 Post subject: Re: 有没有future trading 的普及课啊
PostPosted: 8/30/06 18:59 
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Joined: 8/23/06 22:34
Posts: 6431
明白了,暂时。真的比自学快的多啦。
dave_liu wrote:
huaidan wrote:
那我的ES FUTURE 到期对方DELIVER 给我什么? 10X SPY?
dave_liu wrote:
huaidan wrote:
第二问, 什么是FUTURE。 拿ES 来说,做都做的FUTURE, 那为什么不直接HOLD 或TRADE ES 本身呢
ES的本身是SPX.本身是买不了的,要买就只能买OPTION或者FUTURE,或者ETF,也就是SPY. 但是SPY是股票,在税上可能不如FUTURE有利(至少不会更好).
CASH. 所以CASH SETTLE的都是6/4开.而SPY是股票,本身又是指数股,所以是灰色.


 
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 Post subject: Re: 有没有future trading 的普及课啊
PostPosted: 8/30/06 19:01 
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Joined: 8/24/06 08:51
Posts: 1853
今天,dave 和我 心情好啊。我可是把 Hull 读了一遍 啊。 Prepare to read a second time
huaidan wrote:
明白了,暂时。真的比自学快的多啦。
dave_liu wrote:
huaidan wrote:
那我的ES FUTURE 到期对方DELIVER 给我什么? 10X SPY?
dave_liu wrote:
huaidan wrote:
第二问, 什么是FUTURE。 拿ES 来说,做都做的FUTURE, 那为什么不直接HOLD 或TRADE ES 本身呢
ES的本身是SPX.本身是买不了的,要买就只能买OPTION或者FUTURE,或者ETF,也就是SPY. 但是SPY是股票,在税上可能不如FUTURE有利(至少不会更好).
CASH. 所以CASH SETTLE的都是6/4开.而SPY是股票,本身又是指数股,所以是灰色.


 
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