Hello: I am new to Quantopian. How can I reflect multipliers that are different than 1 (stocks). For example, CLZ3 has a 1000 multiplier. Each contract controls 1000 * price of wti. Thanks and sorry for basic question
Hello Allan,
I'm probably not the best qualified to answer your question, but I think that you are implying that you are looking to do futures trading on Quantopian, correct? My understanding is that you can only trade US equities at this point, although perhaps there are futures-based ETFs that would work for you.
Grant
thanks for your reply Grant. I can replicate the multiplicative behavior by trading 1000 "shares" of CLZ3 but that would encumber $103,000 of cash and not the $4,235 required as initial margin. I will look into ETFs for now. As I learn more about Quantopian, I will try to contribute some ideas for futures trading. AB
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