Futures Markets
Asset Classes
- Fixed Income
- Equitites
- [CME.ES]
- [CME.MES]
- [CME.NQ]
- [CME.MNQ]
- [CME.MYM]
- [CME.YM]
- [CME.RTY]
- [CME.M2K]
- Currencies (FX)
- Commodities
- Metals
- Agriculture
- [CME.HE] passive
- [CME.KE] active
- [CME.ZL] passive
- [CME.ZM] passive
- [CME.ZS] passive / hybrid
- [CME.ZW] hybrid / active
- Energy
[CME.CL] active
[CME.HO]
References
- https://medium.com/quant-factory/why-we-use-log-return-in-finance-349f8a2dc695
- https://gregorygundersen.com/blog/2022/02/06/log-returns/