Futures Forecasting
Similar to options, futures offer major opportunities through their use of leverage. Reliable short-term analysis is required however to take advantage of these opportunities.
We have developed an analysis tool that generates real-time buy and sell signals for major German futures. These include particularly the Euro Stoxx 50 (FESX), Dax (FDAX) and Bund futures (FGBL).
What is this kind of forecasting useful for?
In addition to substantial experience, knowledge and discipline, successful futures trading also requires accurate forecasting of futures price movements.
Forecasting is useful for increasing the prospects for profitable trading, in part by avoiding emerging risks.
What is special about this type of forecasting?
The forecasts are calculated within seconds based on historical price movements. Every forecast is converted into a specific trading signal.
The value of the trading signal is computed using a typical statistical utility function, in which positive expected performance increases and investment risk incurred decreases utility. Risk is measured on the basis of forecasting error, which to a large extent is a function of historical volatility.
Forecasting can be conducted for a range of short-term time horizons:
- Signals every five minutes from 08:00 to 22:00
- Hourly signals at xx:15 from 08:00 to 22:00
- Daily signal at 12:00
We are able to link forecasts and trading signals with a notification system that keeps you informed of new signals via e-mail, fax and SMS.
Who uses this kind of forecasting?
This tool is used by institutional investors and banks for proprietary trading. Professional private investors also utilise this forecasting to improve their decision-making.
The objectivity afforded by virtue of the methodology employed makes this kind of forecasting suitable for checking personal opinions on future outcomes based on subjective and/or limited perception, and correcting of these as necessary.
Procedures and methods
Mathematical/statistical time series analysis methods are used in futures forecasting. Structures in the time series are identified that are expressed by means of mathematical models.
- Forecast generated applying ARIMA models.
- Long and short signals generated on the basis of forecasting.
Have we piqued your curiosity?
If you are interested in our products or services, we gladly advise you individually: