Contracts, sessions, rolls, order types and fills: what actually happens between your click and your P&L. 2 modules, each its own book, all open. The syllabus and goals are here now; lesson texts are being written from source material.
Book IMKT1 · Open
Market structure & contract mechanics
Goals
Globex, contract months and the roll, settlement and margin, sessions, price limits and who is on the other side.
Lessons
The exchange and Globex · in preparation
Contract months, expiry and the roll · in preparation
Settlement, P&L marking and margin calls · in preparation
Sessions, halts, holidays, early closes and DST · in preparation
Price limits, circuit breakers and velocity logic · in preparation
Who trades index futures · in preparation
Market data you actually see · in preparation
ES vs NQ vs micros: choosing the instrument · in preparation
Book IIMKT2 · Open
Execution & order handling
Goals
Orders in fast markets, queue position, slippage, costs, news releases, brackets and what to do when the desk breaks.
Lessons
Orders in a fast market · in preparation
Queue position, adverse selection and markouts · in preparation
Measuring your own slippage · in preparation
Costs per strategy shape · in preparation
Trading around releases · in preparation
Brackets, OCO and order hygiene · in preparation
When the desk breaks · in preparation
Trading outside RTH: London, Asia and the US pre-market · in preparation
