Futures FX Simulator

Our environment supports testing: 1) Calendar spread strategies exploiting forward point differentials, 2) Futures-spot arbitrage capturing basis mispricings, 3) Carry trade rollover optimization, 4) Delta-neutral hedging frameworks, and 5) Event-driven futures positioning (central bank meetings). Each strategy can be backtested with accurate contract roll simulations.

We replicate: 1) Exchange-specific margin requirements (CME vs EUREX), 2) Daily mark-to-market settlements, 3) Roll cost dynamics including bid-ask impact, 4) Contract expiry sequences, and 5) Volume/Open Interest patterns at roll periods. Our simulator achieves 98% correlation with live futures trading results when properly configured.

We provide: 1) Real-time basis monitors tracking futures-spot spreads, 2) Cost-of-carry calculators including funding rates, 3) Execution latency simulators for arbitrage windows, 4) Roll yield forecasters, and 5) Cross-exchange liquidity aggregators. These identify arbitrage opportunities with >5:1 risk-reward profiles.

Our Hedge Lab features: 1) Beta-adjusted hedging ratio optimization, 2) Minimum variance hedge calculators, 3) Cross-currency exposure mapping, 4) Tail risk hedging with options on futures, and 5) Roll risk management protocols. Stress tests validate hedge effectiveness during 2020-type volatility spikes.

Yes. Our Forward Analytics Toolkit includes: 1) Interest rate differential models, 2) CIP (covered interest parity) deviation trackers, 3) Risk premium estimators, 4) Central bank policy path projectors, and 5) Forward point volatility simulators. Models can be forward-tested against live term structure data.

Futures-specific tools: 1) Contract roll optimization algorithms, 2) Open Interest analysis overlays, 3) Delivery month spread scanners, 4) Exchange fee calculators with volume tiers, and 5) Block trade liquidity modeling. These address structural differences like expiration cycles and centralized clearing.