Futures Markets

Asset Classes

• Fixed Income
  • CME.ZN
  • CME.ZB
  • []
• 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/