Palladium futures fall 2% intraday, currently quoted at $1,100.05 per ounce. This market data is published by Sina and reflects the latest intraday price movement of palladium futures.
Read originalHuatai Futures stated in its analysis that the current high-sulfur fuel oil crack spread has risen to an absolute high level. This content was published by Sina Finance; further analytical basis and subsequent judgments were not disclosed.
Read originalIndustrial silicon futures closed down 0.58% at 8,595 yuan on October 19. This market data comes from Stockstar's comprehensive news.
Read originalThe 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.
Read originalDomestic commodity futures closing data on October 20 shows that the European container shipping main contract fell nearly 8%, while rapeseed meal and live hog main contracts both dropped over 3%. This market data is published by Guandian.cn.
Read originalThe 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.
Read originalSHFE crude oil futures closed 2.34% higher in the night session. This market data was published by East Money.
Read originalThe latest trading margin ratios for all varieties in the domestic futures market will be implemented starting from the October 20 settlement. This adjustment covers all domestic futures varieties, and the specific ratios can be queried via 10jqka.
Read originalSHFE crude oil futures closed 2.34% higher in the night session at 735.6 yuan per barrel. This market data comes from East Money's futures market coverage.
Read originalQuantocracy 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%.
Read originalThe 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.
Read originalThis 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.
Read originalThis paper proposes a generalized variance framework based on the determinant of the instantaneous covariance matrix of asset log returns for pricing multi-asset discrete swaps, which captures the joint discreteness of multivariate asset returns while accounting for their dependence structure. The framework is constructed under Heston and Barndorff-Nielsen-Shephard (BNS) stochastic volatility models, deriving analytical pricing expressions for the three-asset Heston model and tractable approximations for the corresponding BNS model.
Read originalSHFE crude oil futures closed 2.32% higher in night trading. This market update is published by Stockstar and belongs to the Stock Market Live category of market dynamics content.
Read originalKraken Pro has launched the Unified Wallet feature for clients in the European Economic Area (EEA), which combines spot, margin, Earn, and futures account balances into a unified collateral pool that can be used directly for futures trading without manual fund transfers.
Read originalSHFE crude oil futures night session closed up 0.11% at 726 yuan per barrel. This market data is sourced from East Money.
Read originalNautilusTrader 2.0.0rc7 was released on October 15 (UTC), removing Python 3.12 support and adding compatibility with Python 3.13 and 3.14. This update adds features such as negative price support for futures, local calendar-based scheduled dispatch, batch order book incremental replay, and CME Globex option candidate IDs, while also including multiple breaking changes to interfaces and configurations.
Read originalMIAX announced that Bloomberg stock index futures are now available for trading on the NinjaTrader TradingView platform. The futures product has been integrated into the NinjaTrader TradingView trading terminal, allowing users to conduct related trading operations through the platform.
Read originalThe Dalian Commodity Exchange (DCE) has explicitly stated that it will accelerate the research, development, and launch of new futures varieties such as recycled steel raw materials and sulfur. The relevant information was released by Securities Times, and the specific launch timeline, contract specifications, and supporting rule details for the above new varieties have not been disclosed yet.
Read originalSHFE and INE have issued a notice to adjust the price limits, trading margin ratios, and trading limits for fuel oil, crude oil, and other related futures contracts. The specific values of this adjustment, applicable contract scope, and effective time have not been specified in the publicly disclosed content.
Read originalKraken Futures has launched a futures challenge with rewards of up to 5 million USDG, running from October 12 to December 10, 2026 (UTC).
Read originalKraken has launched the Pre-IPO Trading Challenge, open to eligible users, running from 00:00 UTC on October 6, 2026 to 23:59 UTC on November 6, 2026, with a total prize pool of 10,000 USDG.
Read originalAKShare v1.19.1 has been released, fixing issues with the SHFE and GFEX warehouse receipt daily report interfaces and optimizing the DCE warehouse receipt daily report anti-crawler error handling logic. Since 2025-11-18, SHFE has discontinued its original warehouse receipt daily report data files; this version adapts to the new web-based data source, supports multiple column order and merged cell formats, and applies separate parsing logic for old and new dates.
Read originalThe CFTC has issued a notice under the Paperwork Reduction Act (PRA) proposing to extend the information collection requirement for off-exchange foreign currency transactions, assigned number 3038-0062, which originates from Part 5 of the CFTC Regulations under the Commodity Exchange Act (CEA). The public may submit comments online via Regulations.gov, by mail, or in person by November 23, 2026. All comments must be submitted in English or accompanied by an English translation.
Read originalRob Carver has completed the final edits on his fifth trading book, "The Art And Science of Trading," scheduled for official publication on December 1 and now available for pre-order. Aimed at the mass market, this book serves as the unleveraged counterpart to his third book, "Leveraged Trading." It covers an introduction to trading delta-one instruments such as stocks, ETFs, and cryptocurrencies, explains trading science concepts like backtesting and the Kelly Criterion, and explores the integration of art and science within a semi-automated trading framework.
Read originalBlock Scholes released its Week 35 crypto derivatives market review. Influenced by the U.S. Treasury's plan to expand Treasury repo operations and Trump pushing the Senate to pass the Clarity Act, BTC rose 20% over the past week, with its current price breaking through $80,000, and ETH rose 30%. The three major sentiment indicators in the derivatives market have repriced along with spot market movements. Options skew has turned positive, call option premiums have appeared in contracts with tenors of 7 days or more, funding rates remain positive, and the futures term structure is inverted.
Read originalThis article is the eighth installment in the Portfolio Optimization Series. The author proposes using the Euclidean distance of SR vectors across multiple trading rules for each instrument to determine whether to combine cross-instrument returns, calibrates 95% critical values for different historical lengths using random data, and then obtains pseudo-instruments through hierarchical merging. The author compares three approaches—full merging, algorithmic merging, and no merging—using in-sample backtests across 214 futures instruments. The results show inconsistent out-of-sample performance, with longer sample data favoring no merging. The author ultimately concludes that the algorithm is highly complex and the grouping results lack intuitive logic, so it will not be adopted for now, and future research will explore simpler merging rules.
Read originalvn.py 4.4.0 is officially released. This version adds notification functionality based on the WeChat iLink protocol, introduces the vnpy_questDB time-series database integration module, upgrades vnpy_esunny to the Esunny QD V9 API, and optimizes the vnpy.alpha data processing and backtesting workflow, while fixing multiple issues related to logging, data downloading, and algorithmic trade execution judgment.
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