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Curated items for this scope are still being collected. Below are the latest related updates; items meeting the curation criteria will be marked separately.

Latest related updates

20 OctTue
  1. News Search: Domestic Futures Exchange Rules34

    DCE adjusts invoice types for live hog futures delivery to enhance representativeness of futures prices

    The Dalian Commodity Exchange (DCE) has adjusted the invoice types for live hog futures delivery to enhance the representativeness of futures prices. This adjustment was announced by the domestic futures exchange, and the rule changes will affect invoice requirements in the live hog futures delivery process.

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  2. News Search: Domestic Futures Exchange Rules15

    SHFE approves Jiangsu Binxin Iron & Steel Group Co., Ltd. to adjust pickup locations for its rebar futures delivery warehouse

    The Shanghai Futures Exchange (SHFE) has approved Jiangsu Binxin Iron & Steel Group Co., Ltd. to adjust the pickup locations for its rebar futures delivery warehouse. This approval is for the adjustment of pickup locations for the company's rebar futures delivery warehouse; the specific adjusted pickup locations and effective date have not been disclosed.

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19 OctMon
  1. Quantocracy31

    Quantocracy's Latest Quant Research Link Roundup as of October 18, 2026

    Quantocracy has compiled the latest quant research-related links as of October 18, 2026, covering topics including trend following, futures continuous contract construction, in-sample to out-of-sample Sharpe ratio decay, the impact of liquidity on stock returns and option pricing, and cryptocurrency cross-sectional trend factors. One study based on 12 commodity futures found that the expected retention ratio of in-sample Sharpe ratios from a 10-year backtest on new data is 30%.

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  2. Federal Register: CFTC rules and notices49

    CFTC Proposes Further Defining the Inclusion Scope of the 'Swap' Definition

    The CFTC released a proposed rule to further define the inclusion scope of the 'swap' definition and clarify the regulatory boundary of event contracts. This proposal does not further define 'security-based swaps', and the CFTC has sought the opinion of the Board of Governors of the Federal Reserve System on this proposal.

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  3. arXiv q-fin51

    arXiv Paper: Basis-Only Funding Rates Cannot Achieve Dividend Fairness — Settlement Design for Crypto-Equity Perpetuals

    This 16-page paper, accepted by MARBLE 2026, argues that crypto-exchange stock-like perpetual contracts calculate funding rates from the real-time basis and cannot replicate shareholder dividend cash flows for traders entering or exiting at arbitrary times. The authors derive a fair funding-rate identity, convert point-in-time fairness into an optimal stopping condition, and use measure theory to show that predictable dividends are atomic events. Absolutely continuous funding-rate paths cannot replicate this atom over a holding interval and must be matched with discrete event credits.

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