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Options
25 topics
What Are Options?BEG

Options are financial contracts that give you the right, but not the obligation, to buy or sell an underlying asset at a specific price before a specific date.

Think of an option like a reservation deposit. You pay a small fee (premium) to lock in the right to buy something at today's price, even if the price goes up later. If the price drops, you simply don't use your reservation—you only lose the deposit.

  • Underlying Asset: The stock, ETF, or index the option is based on (e.g., SPY, AAPL)
  • Premium: The price you pay to buy the option contract
  • Contract Size: Each option controls 100 shares of the underlying
  • Expiration: The date the option expires and becomes worthless if not exercised

Why trade options?

  • Leverage: Control 100 shares for a fraction of the cost
  • Defined Risk: Maximum loss = premium paid (when buying)
  • Flexibility: Profit from up, down, or sideways moves
  • Income: Sell options to collect premium

Key Insight: Options are a tool, not a strategy. They amplify both gains and losses—understanding them fully before trading is essential.

Calls ExplainedBEG

A Call Option gives you the right to buy the underlying asset at the strike price before expiration. You buy calls when you're bullish—expecting price to go up.

How Calls Make Money:

  • Stock price rises above your strike price
  • The call gains intrinsic value (real, exercisable value)
  • You can sell the call for profit or exercise to buy shares at the lower strike

Example: AAPL is trading at $150. You buy the $155 call for $2.00 ($200 total).

  • If AAPL goes to $165: Call is worth at least $10 → $1,000. Profit = $800
  • If AAPL stays at $150: Call expires worthless. Loss = $200 (premium paid)
  • Breakeven = Strike + Premium = $155 + $2 = $157

Key Insight: Calls have unlimited upside potential but can expire worthless. Your max loss is the premium paid.

Puts ExplainedBEG

A Put Option gives you the right to sell the underlying asset at the strike price before expiration. You buy puts when you're bearish—expecting price to go down.

How Puts Make Money:

  • Stock price falls below your strike price
  • The put gains intrinsic value
  • You can sell the put for profit or exercise to sell shares at the higher strike

Example: SPY is trading at $450. You buy the $445 put for $3.00 ($300 total).

  • If SPY drops to $430: Put is worth at least $15 → $1,500. Profit = $1,200
  • If SPY stays at $450: Put expires worthless. Loss = $300 (premium paid)
  • Breakeven = Strike - Premium = $445 - $3 = $442

Puts as Insurance: Many traders buy puts to protect existing stock positions—like buying insurance against a crash.

Key Insight: Puts let you profit from downside without shorting stock. They're also powerful hedging tools.

Strike Price & MoneynessBEG

The Strike Price is the price at which you can buy (call) or sell (put) the underlying asset. Choosing the right strike is crucial to your trade's risk/reward.

Moneyness describes the relationship between strike price and current stock price:

TermCallPutCharacteristics
ITM (In The Money)Strike < Stock PriceStrike > Stock PriceHas intrinsic value, more expensive, higher delta
ATM (At The Money)Strike ≈ Stock PriceStrike ≈ Stock PriceMost time value, ~50 delta, most liquid
OTM (Out of The Money)Strike > Stock PriceStrike < Stock PriceNo intrinsic value, cheaper, lower probability

Trade-offs:

  • ITM: Higher cost, higher probability, less leverage
  • ATM: Balanced risk/reward, most time value
  • OTM: Cheap, high leverage, but lower probability of profit

Key Insight: OTM options are tempting because they're cheap, but they expire worthless more often. ATM/slightly ITM often offers better risk-adjusted returns.

Expiration & Time ValueBEG

Expiration Date is the last day an option can be exercised. After this date, the option ceases to exist—it either has value or expires worthless.

Common Expiration Cycles:

  • 0DTE: Same-day expiration (high risk, high reward)
  • Weekly: Expires every Friday
  • Monthly: Third Friday of each month
  • LEAPS: Long-term options (1-2+ years out)

Time Value (Extrinsic Value): The portion of premium above intrinsic value. It represents the "possibility" that the option could become more valuable before expiration.

Time Decay (Theta): Time value erodes every day. This decay accelerates as expiration approaches—especially in the final 2 weeks.

  • 30 days out: Slow decay
  • 14 days out: Moderate decay
  • 7 days out: Rapid decay
  • 0-3 days out: Extreme decay

Key Insight: Time works against option buyers and for option sellers. If you buy options, you're paying rent—make sure you have a plan before theta eats your premium.

Reading an Options ChainBEG

An Options Chain displays all available options for a given underlying, organized by expiration and strike price. Learning to read it is essential.

Key Columns:

  • Strike: The strike price (usually in the middle)
  • Bid: Price buyers are willing to pay (you sell at bid)
  • Ask: Price sellers are asking (you buy at ask)
  • Last: Most recent trade price
  • Volume: Contracts traded today
  • Open Interest (OI): Total open contracts
  • IV: Implied volatility for that strike
  • Delta/Gamma/Theta/Vega: The Greeks

Layout: Calls on the left, Puts on the right (or vice versa). ITM options are often highlighted.

Bid-Ask Spread: The difference between bid and ask. Tighter spreads = more liquid = better fills. Avoid wide spreads (>10% of option price).

Key Insight: High open interest and tight bid-ask spreads indicate liquid options. Stick to liquid strikes for better execution.

Intrinsic vs Extrinsic ValueBEG

Every option's premium consists of two components:

Intrinsic Value = Real, tangible value. The amount the option is in-the-money.

  • Call Intrinsic = Stock Price - Strike Price (if positive)
  • Put Intrinsic = Strike Price - Stock Price (if positive)
  • OTM options have zero intrinsic value

Extrinsic Value (Time Value) = Everything else. The "hope" premium based on time remaining and volatility.

  • Extrinsic = Option Premium - Intrinsic Value
  • ATM options have the most extrinsic value
  • Extrinsic decays to zero by expiration

Example: Stock at $100, $95 Call trading at $7.00

  • Intrinsic = $100 - $95 = $5.00
  • Extrinsic = $7.00 - $5.00 = $2.00

Key Insight: At expiration, only intrinsic value remains. Extrinsic value vanishes completely—this is why OTM options expire worthless.

Buying vs Selling OptionsBEG

You can either buy options (go long) or sell options (go short). Each has very different risk profiles.

AspectBuying OptionsSelling Options
PremiumYou payYou receive
Max LossPremium paid (defined)Potentially unlimited*
Max GainUnlimited (calls) / Large (puts)Premium received (defined)
Time DecayWorks against youWorks for you
ProbabilityLower (~30-40% OTM)Higher (~60-70% OTM)
Capital Req.Just the premiumMargin/collateral required

*Selling naked calls has unlimited risk. Selling puts risks assignment at strike.

When to Buy: Expecting big moves, want defined risk, trading momentum

When to Sell: Expecting low volatility, want income, probability on your side

Key Insight: ~80% of options expire worthless or are closed before expiration. Sellers win more often but buyers can win bigger.

Delta: Directional ExposureINT

Delta (Δ) measures how much an option's price changes for every $1 move in the underlying. It's the most important Greek for directional traders.

Delta Values:

  • Calls: 0 to +1.00 (positive delta)
  • Puts: 0 to -1.00 (negative delta)
  • ATM options: ~0.50 delta
  • Deep ITM: Approaching 1.00 (moves like stock)
  • Far OTM: Approaching 0 (barely moves)

Delta as Probability: Delta roughly approximates the probability of expiring ITM. A 0.30 delta call has ~30% chance of being ITM at expiration.

Delta as Share Equivalence: A 0.50 delta call controls the equivalent of 50 shares. 10 contracts × 0.50 delta = 500 share equivalent exposure.

Example: You own a 0.40 delta call. Stock moves up $2. Option gains approximately $0.80 ($80 per contract).

Key Insight: Delta changes as the stock moves (this is Gamma). ITM options have more stable deltas; OTM deltas fluctuate wildly.

Gamma: Rate of ChangeINT

Gamma (Γ) measures how fast Delta changes for every $1 move in the underlying. It's the "acceleration" of your option's directional exposure.

Gamma Characteristics:

  • Highest for ATM options
  • Increases as expiration approaches
  • Near-zero for deep ITM/OTM options
  • Always positive for long options

Why Gamma Matters:

  • High Gamma: Delta changes rapidly—big swings in P&L
  • Low Gamma: Delta is stable—more predictable
  • Gamma Risk: Short options near expiration have massive gamma risk

Example: ATM call with 0.50 delta and 0.05 gamma. Stock rises $1:

  • Option gains ~$0.50
  • Delta increases to 0.55
  • Next $1 move = $0.55 gain (accelerating)

Key Insight: Gamma is your friend when long options (accelerates winners) but dangerous when short (accelerates losers). 0DTE options have extreme gamma.

Theta: Time DecayINT

Theta (Θ) measures how much value an option loses each day due to time decay. It's expressed as a negative number for long options.

Theta Characteristics:

  • ATM options have the highest theta
  • Theta accelerates as expiration approaches
  • Long options: Theta works against you (negative)
  • Short options: Theta works for you (positive)

Theta Decay Curve:

  • 45+ DTE: Slow, barely noticeable (~2-3% per week)
  • 21-45 DTE: Moderate, steady decay
  • 7-21 DTE: Accelerating, significant daily loss
  • 0-7 DTE: Rapid, can lose 5-10%+ per day

Example: Option worth $3.00 with -$0.10 theta loses $10 per contract per day, all else equal.

Weekend Decay: Theta technically decays over weekends too, though it's often priced in on Friday.

Key Insight: If buying options, give yourself enough time (21+ DTE minimum). If selling, target 30-45 DTE and close at 50% profit to maximize theta capture.

Vega: Volatility SensitivityINT

Vega (ν) measures how much an option's price changes for every 1% change in implied volatility (IV).

Vega Characteristics:

  • Higher for ATM options
  • Higher for longer-dated options
  • Long options: Positive vega (benefit from IV rise)
  • Short options: Negative vega (benefit from IV drop)

Why Vega Matters:

  • IV can change independently of stock price
  • Earnings, news events cause IV spikes
  • After events, IV crashes (IV crush)

Example: Option with 0.15 vega. IV rises from 30% to 35% (+5 points):

  • Option gains 5 × $0.15 = $0.75 per share ($75 per contract)

Vega vs Theta Trade-off: Longer-dated options have more vega (good for IV plays) but also more premium at risk.

Key Insight: Don't just be right on direction—be right on volatility too. Buying high IV options means you need a bigger move to profit.

Rho: Interest Rate ImpactINT

Rho (ρ) measures how much an option's price changes for every 1% change in interest rates. It's the least impactful Greek for most traders.

Rho Characteristics:

  • Calls: Positive rho (benefit from rising rates)
  • Puts: Negative rho (benefit from falling rates)
  • More significant for LEAPS (long-dated options)
  • Negligible for short-term options

Why It's Usually Ignored:

  • Interest rates don't change daily
  • Impact is small compared to delta, theta, vega
  • Only matters for positions held months/years

When Rho Matters:

  • Trading LEAPS (1-2 year options)
  • Major Fed rate decisions
  • High interest rate environments

Key Insight: For most retail traders, rho can be safely ignored. Focus on delta, gamma, theta, and vega—they drive 99% of your P&L.

Implied Volatility ExplainedINT

Implied Volatility (IV) is the market's forecast of how much the underlying will move. It's "implied" from current option prices—not calculated from historical data.

IV Basics:

  • Expressed as annualized percentage (e.g., 30% IV)
  • Higher IV = more expensive options
  • Lower IV = cheaper options
  • IV is mean-reverting—extremes don't last

Converting IV to Expected Move:

Expected Daily Move = Stock Price × IV ÷ √252

Example: $100 stock, 32% IV → $100 × 0.32 ÷ 15.87 = ~$2.00/day expected move

IV Drivers:

  • Earnings announcements (IV rises before, crushes after)
  • Economic events (FOMC, CPI, NFP)
  • Market fear/uncertainty (VIX spikes)
  • Supply/demand for options

Key Insight: IV tells you how expensive options are relative to normal. Buying high IV means paying a premium; selling high IV means collecting a premium.

IV Rank vs IV PercentileINT

Knowing current IV is useless without context. IV Rank and IV Percentile tell you if IV is high or low relative to history.

IV Rank (IVR):

  • Where current IV sits between 52-week high and low
  • Formula: (Current IV - 52wk Low) ÷ (52wk High - 52wk Low)
  • IVR 0% = IV is at yearly low
  • IVR 100% = IV is at yearly high

IV Percentile (IVP):

  • Percentage of days IV was lower than current level
  • IVP 80% = IV is higher than 80% of the past year
  • More robust—not skewed by one extreme spike

How to Use:

  • IVR/IVP > 50%: Consider selling premium (IV likely to fall)
  • IVR/IVP < 30%: Consider buying premium (IV likely to rise)
  • Combine with directional bias for best results

Key Insight: "High IV" means nothing without context. A 40% IV might be high for one stock and low for another. Always check IVR/IVP.

IV Crush & Earnings PlaysINT

IV Crush is the rapid collapse of implied volatility after a known event (usually earnings). Even if you're right on direction, IV crush can destroy your position.

The Earnings Cycle:

  • 2-3 weeks before: IV starts rising as uncertainty builds
  • Day before: IV peaks—options are most expensive
  • Morning after: IV crashes 30-70%, even if stock moves

Example of IV Crush:

  • Stock at $100, you buy $105 call for $4.00 (IV at 60%)
  • Earnings: Stock goes to $103 (up 3%!)
  • IV drops from 60% to 25%
  • Your call is now worth $1.50—you lost $250 despite being "right"

Strategies to Avoid/Exploit IV Crush:

  • Avoid: Don't buy single options before earnings
  • Sell premium: Iron condors, strangles to collect high IV
  • Spreads: Verticals reduce vega exposure
  • Wait: Trade after earnings when IV normalizes

Key Insight: The stock can move your direction and you still lose money on long options after earnings. IV crush is the #1 earnings trade killer.

Options Volume & Open InterestINT

Volume and Open Interest (OI) reveal options market activity and liquidity. They're essential for finding tradeable strikes.

Volume:

  • Number of contracts traded today
  • Resets to zero each day
  • High volume = active trading, better fills
  • Unusual volume can signal institutional activity

Open Interest:

  • Total number of open contracts
  • Cumulative—builds over time
  • High OI = established interest at that strike
  • OI updates after market close (T+1)

Using Volume & OI:

  • Liquidity: Trade strikes with high OI for tighter spreads
  • Unusual Activity: Volume >> OI suggests new positions opening
  • Max Pain: Strike with highest OI often acts as magnet
  • Gamma Exposure: High OI at strikes creates pinning effects

Key Insight: Follow the volume. Unusual options activity often precedes big moves—institutions leave footprints in the options chain.

Assignment & ExerciseINT

Exercise is when you use your right to buy (call) or sell (put) shares at the strike price. Assignment is when you're forced to fulfill that obligation as an option seller.

Exercise (Option Buyer):

  • You choose to convert your option into shares
  • Call exercise: Buy 100 shares at strike price
  • Put exercise: Sell 100 shares at strike price
  • Rarely optimal—usually better to sell the option

Assignment (Option Seller):

  • You're obligated to fulfill the contract
  • Short call assigned: Must sell 100 shares at strike
  • Short put assigned: Must buy 100 shares at strike
  • Can happen any time for American options (rare before expiration)

Early Assignment Risk:

  • More likely when: Deep ITM, near ex-dividend, little time value
  • Short calls on dividend stocks: Watch ex-dividend dates
  • If assigned early, you lose remaining extrinsic value

Key Insight: Most traders close positions before expiration rather than exercise. If you don't want shares, close your ITM options before 4 PM on expiration Friday.

Black-Scholes Pricing ModelADV

The Black-Scholes Model is the foundational formula for pricing European-style options. Published in 1973, it revolutionized options trading and won a Nobel Prize.

The Five Inputs:

  • S: Current stock price
  • K: Strike price
  • T: Time to expiration (in years)
  • r: Risk-free interest rate
  • σ (sigma): Volatility of the underlying

The Formula (Simplified):

C = S·N(d₁) - K·e^(-rT)·N(d₂)

Where N(d) is the cumulative normal distribution function.

Key Assumptions (and Limitations):

  • European options only (no early exercise)
  • Constant volatility (reality: volatility changes)
  • Log-normal price distribution (reality: fat tails exist)
  • No dividends (adjustments needed for dividend stocks)
  • Frictionless markets (no transaction costs)

Practical Use: You don't calculate this manually. Platforms use it (or variants) to price options and derive the Greeks.

Key Insight: Black-Scholes is imperfect but foundational. Its assumptions break down during extreme events—that's why far OTM puts often trade "expensive" (volatility smile).

Vertical Spreads: Bull & BearADV

Vertical Spreads involve buying and selling options of the same type (calls or puts) with the same expiration but different strikes. They define your risk and reduce cost.

Bull Call Spread (Debit):

  • Buy lower strike call + Sell higher strike call
  • Cost: Net debit (you pay)
  • Max profit: Width of strikes - premium paid
  • Max loss: Premium paid
  • Use when: Moderately bullish, want to reduce cost

Bear Put Spread (Debit):

  • Buy higher strike put + Sell lower strike put
  • Cost: Net debit
  • Max profit: Width - premium
  • Use when: Moderately bearish

Bull Put Spread (Credit):

  • Sell higher strike put + Buy lower strike put
  • Receive: Net credit
  • Max profit: Credit received
  • Max loss: Width - credit
  • Use when: Neutral to bullish, want to sell premium

Bear Call Spread (Credit):

  • Sell lower strike call + Buy higher strike call
  • Use when: Neutral to bearish

Key Insight: Spreads cap your gains but also cap your losses and reduce capital requirements. They're the building blocks of most options strategies.

Iron CondorsADV

An Iron Condor is a neutral strategy that profits when the underlying stays within a range. It combines a bull put spread and a bear call spread.

Structure:

  • Sell OTM put (lower)
  • Buy further OTM put (protection)
  • Sell OTM call (upper)
  • Buy further OTM call (protection)

Example: Stock at $100

  • Buy $90 put / Sell $95 put (bull put spread)
  • Sell $105 call / Buy $110 call (bear call spread)
  • Collect $2.00 total credit
  • Max profit: $200 (if stock stays between $95-$105)
  • Max loss: $300 (width $5 - credit $2 = $3 × 100)

When to Use:

  • High IV environment (more premium to collect)
  • Range-bound markets
  • After earnings (IV crush helps)

Management: Close at 50% profit or adjust if tested. Don't let it go to expiration.

Key Insight: Iron condors are high-probability trades (~70%+ win rate) but have negative skew—wins are small, losses are larger. Size appropriately.

Butterflies & Broken WingsADV

A Butterfly is a low-cost, defined-risk strategy that profits from the stock landing at a specific price at expiration.

Long Call Butterfly:

  • Buy 1 lower strike call
  • Sell 2 middle strike calls
  • Buy 1 higher strike call
  • All same expiration, equal width between strikes

Example: Stock at $100, buy 95/100/105 call butterfly for $1.00

  • Max profit: $4.00 ($5 width - $1 cost) if stock at $100 at expiration
  • Max loss: $1.00 (premium paid)
  • Breakevens: $96 and $104

Broken Wing Butterfly (BWB):

  • Unequal wing widths (e.g., 95/100/110)
  • Can be done for a credit
  • Eliminates risk on one side
  • Keeps risk on the other side

When to Use:

  • Expecting stock to pin at a specific level
  • Low IV environments (cheap to enter)
  • Targeting expiration-week setups

Key Insight: Butterflies are lottery tickets with great risk/reward. They rarely hit max profit but the cost is minimal. Great for expiration-day plays.

Calendar & Diagonal SpreadsADV

Calendar Spreads (Time Spreads) involve options at the same strike but different expirations. Diagonal Spreads use different strikes AND expirations.

Calendar Spread:

  • Sell near-term option
  • Buy longer-term option (same strike)
  • Profits from: Time decay difference, IV increase
  • Risk: Stock moves away from strike

Example: Stock at $100

  • Sell $100 call expiring in 2 weeks (-$2.00)
  • Buy $100 call expiring in 6 weeks (+$4.00)
  • Net cost: $2.00
  • Front-month decays faster, back-month retains value

Diagonal Spread:

  • Same concept but different strikes
  • Example: Sell near-term $105 call, Buy longer-term $100 call
  • Adds directional bias to the calendar
  • Poor Man's Covered Call: Deep ITM LEAP + sell short-term OTM calls

When to Use:

  • Low IV (expecting IV rise)
  • Stock expected to stay near strike
  • Want to reduce cost basis over time

Key Insight: Calendars are long vega—they benefit from IV expansion. Don't use them before earnings unless you want to bet on an IV spike.

0DTE StrategiesADV

0DTE (Zero Days to Expiration) options expire the same day. They're extremely popular for day trading due to high leverage and rapid price movement.

Why Trade 0DTE:

  • Maximum gamma—small moves create big % gains
  • Cheap premiums (most time value gone)
  • Quick resolution—no overnight risk
  • SPX/SPY have 0DTE options every trading day

The Risks:

  • Theta decay is brutal—lose value by the hour
  • Gamma cuts both ways—losers accelerate too
  • Wide bid-ask spreads on fast moves
  • No time to recover from wrong entries

Common 0DTE Strategies:

  • Directional scalps: Buy ATM calls/puts on momentum
  • Credit spreads: Sell OTM spreads, collect rapid decay
  • Iron condors: Bet on a range for the day
  • Butterflies: Target a specific close price

Best Practices:

  • Trade liquid underlyings only (SPX, SPY, QQQ)
  • Use defined-risk strategies (spreads, not naked)
  • Size down—these are high-variance trades
  • Have clear entries, exits, and stop losses

Key Insight: 0DTE is not for beginners. The speed and leverage are intoxicating but can blow up accounts fast. Master longer-dated options first.

Rolling Options PositionsADV

Rolling is closing your current option position and opening a new one—typically to extend duration, adjust strikes, or manage a losing trade.

Types of Rolls:

  • Roll Out: Same strike, later expiration (buy more time)
  • Roll Up: Higher strike, same expiration (lock in gains on calls)
  • Roll Down: Lower strike, same expiration (lock in gains on puts)
  • Roll Out and Up/Down: Adjust both strike and expiration

When to Roll:

  • Winners: Lock in profits while maintaining exposure
  • Losers: Buy time for thesis to play out (be careful!)
  • Short options: Roll when tested to collect more premium
  • Near expiration: Avoid gamma risk and assignment

Rolling Rules:

  • Only roll if you'd make the new trade independently
  • Don't roll to avoid taking a loss—this compounds mistakes
  • Roll for a credit when possible (short options)
  • Consider if rolling improves probability or just delays loss

Key Insight: Rolling is trade management, not a get-out-of-jail card. Every roll should be evaluated as a new trade—if you wouldn't enter fresh, don't roll.

Futures
20 topics
What Are Futures?BEG

Futures are standardized contracts obligating the buyer to purchase (or seller to sell) an asset at a predetermined price on a specific future date. Unlike options, futures represent an obligation, not a right.

How Futures Work:

  • Two parties agree on a price today for a transaction in the future
  • Contracts are standardized (size, expiration, tick value)
  • Traded on regulated exchanges (CME, CBOT, NYMEX)
  • Daily settlement—profits/losses credited/debited each day

Common Futures Markets:

  • Equity Index: ES (S&P 500), NQ (Nasdaq), YM (Dow), RTY (Russell)
  • Commodities: CL (Crude Oil), GC (Gold), SI (Silver), NG (Natural Gas)
  • Currencies: 6E (Euro), 6J (Yen), 6B (British Pound)
  • Bonds: ZB (30-Year), ZN (10-Year), ZF (5-Year)
  • Agriculture: ZC (Corn), ZS (Soybeans), ZW (Wheat)

Key Insight: Futures are derivatives—their value derives from an underlying asset. They're used for speculation, hedging, and price discovery.

Why Trade Futures?BEG

Futures offer several advantages over stocks and options that make them attractive for active traders:

Key Advantages:

  • Nearly 24-Hour Markets: Trade Sunday 6 PM to Friday 5 PM ET (with a 1-hour break)
  • No Pattern Day Trader Rule: Day trade with any account size
  • Tax Efficiency: 60/40 tax treatment (60% long-term, 40% short-term gains)
  • Capital Efficiency: High leverage with relatively low margin requirements
  • True Price Discovery: No market makers—pure supply and demand
  • No Uptick Rule: Short sell freely without restrictions

Who Trades Futures:

  • Day Traders: Love the extended hours and no PDT rule
  • Hedgers: Farmers, airlines, institutions managing risk
  • Speculators: Taking directional bets with leverage
  • Arbitrageurs: Exploiting price differences across markets

Key Insight: Futures provide the cleanest price action of any market. With true supply/demand dynamics and no market maker games, technical analysis works exceptionally well.

Contract Specifications: ES, NQ, CL, GCBEG

Each futures contract has specific characteristics you must understand before trading:

ContractUnderlyingTick SizeTick ValuePoint Value
ESS&P 5000.25$12.50$50
NQNasdaq 1000.25$5.00$20
YMDow Jones1.00$5.00$5
RTYRussell 20000.10$5.00$50
CLCrude Oil0.01$10.00$1,000
GCGold0.10$10.00$100

Understanding the Math:

  • ES: 1 point = 4 ticks = $50. If ES moves from 5000 to 5010, that's $500/contract
  • NQ: 1 point = 4 ticks = $20. More volatile than ES, smaller dollar per point
  • CL: 1 point = 100 ticks = $1,000. Very volatile—size accordingly

Key Insight: Know your tick value cold. A 10-point move in ES ($500) feels very different from a 10-point move in CL ($10,000).

Micro Futures: MES, MNQ, MCLBEG

Micro futures are 1/10th the size of standard contracts, making futures accessible to smaller accounts and perfect for learning.

Micro ContractStandard EquivalentTick ValuePoint Value
MESES (S&P 500)$1.25$5
MNQNQ (Nasdaq)$0.50$2
MYMYM (Dow)$0.50$0.50
M2KRTY (Russell)$0.50$5
MCLCL (Crude)$1.00$100
MGCGC (Gold)$1.00$10

Benefits of Micros:

  • Lower Capital: Margin ~$50-200 per contract (varies by broker)
  • Precise Sizing: Scale in/out with 10x granularity
  • Learning: Make mistakes cheaply while learning
  • Same Markets: Identical price action to full-size contracts

Example: Instead of 1 ES contract ($12.50/tick), trade 2 MES ($2.50/tick combined) for similar exposure with more flexibility.

Key Insight: Start with micros. There's no shame in trading MES—many professional traders use them for precise position sizing.

Futures Market HoursBEG

Futures trade nearly around the clock, but not all hours are created equal:

CME Equity Index Futures (ES, NQ, etc.):

  • Open: Sunday 6:00 PM ET
  • Daily Close: 5:00 PM ET
  • Daily Break: 5:00 PM - 6:00 PM ET (maintenance)
  • Weekly Close: Friday 5:00 PM ET

Key Trading Sessions:

  • Globex/Overnight (6 PM - 9:30 AM): Lower volume, can be choppy. Asia/Europe drive price.
  • US Pre-Market (8:00 - 9:30 AM): Volume picks up, economic data released
  • Regular Trading Hours (9:30 AM - 4:00 PM): Highest volume, tightest spreads
  • Post-Market (4:00 - 5:00 PM): Lower volume, position squaring

Best Times to Trade:

  • 9:30 - 11:30 AM: Opening range, high volume, best setups
  • 2:00 - 4:00 PM: Afternoon momentum, institutional activity
  • Avoid: Lunch (12-2 PM) tends to be choppy and low volume

Key Insight: Just because you CAN trade 24 hours doesn't mean you should. Focus on high-volume sessions for best fills and cleaner price action.

Tax Advantages: 60/40 RuleBEG

Futures enjoy preferential tax treatment under IRS Section 1256, known as the 60/40 rule:

How It Works:

  • 60% of gains taxed at long-term capital gains rate (0%, 15%, or 20%)
  • 40% of gains taxed at short-term (ordinary income) rate
  • Applies regardless of how long you held the position
  • Day trades get same treatment as positions held for months

Example (Assuming 35% income bracket, 15% LTCG):

  • Stocks: $10,000 profit day trading = $3,500 tax (35%)
  • Futures: $10,000 profit = $2,300 tax (60% × 15% + 40% × 35% = 23%)
  • Savings: $1,200 less in taxes on same profit

Additional Benefits:

  • Mark-to-Market: Positions automatically marked at year-end
  • Loss Carryback: Can carry losses back 3 years (not just forward)
  • No Wash Sale: Wash sale rules don't apply to Section 1256 contracts

Key Insight: For active traders in higher tax brackets, the 60/40 rule can save thousands annually. Consult a tax professional for your specific situation.

Futures vs Stocks vs OptionsBEG

Understanding the differences helps you choose the right instrument for your strategy:

FeatureStocksOptionsFutures
Market Hours9:30 AM - 4 PM9:30 AM - 4 PMNearly 24/5
PDT RuleYes ($25K min)Yes ($25K min)No
Leverage2:1 (margin)Built-in~20:1 or more
Time DecayNoneYes (theta)None
ExpirationNoneYesYes (quarterly)
Tax TreatmentShort/Long-termShort/Long-term60/40
ComplexityLowHighMedium

When to Use Each:

  • Stocks: Long-term investing, simple directional trades
  • Options: Defined risk, income strategies, leveraged speculation
  • Futures: Day trading, overnight holds, tax efficiency, capital efficiency

Key Insight: Many traders use all three. Futures for intraday, options for swing trades with defined risk, stocks for longer-term positions.

Margin: Initial vs MaintenanceINT

Futures margin is a performance bond, not a loan like stock margin. It's the capital required to hold a position.

Types of Margin:

  • Initial Margin: Amount required to open a position
  • Maintenance Margin: Minimum equity to keep position open (usually 80-90% of initial)
  • Day Trade Margin: Reduced margin for positions closed same day (often 25-50% of initial)

Example (ES Futures):

  • Initial Margin: ~$12,000 per contract (varies by broker)
  • Maintenance: ~$10,800
  • Day Trade Margin: ~$500-2,000 (broker dependent)

Margin Calls:

  • If equity drops below maintenance, you get a margin call
  • Must deposit funds or close positions immediately
  • Broker may liquidate without warning if severely underfunded

Day Trade vs Overnight:

  • Day trade margins are much lower but positions must close by end of session
  • Holding overnight requires full initial margin
  • Overnight gaps can exceed day trade margin—be careful

Key Insight: Low day trade margin is seductive but dangerous. A gap against you can wipe out an underfunded account before you can react.

Leverage & Position SizingINT

Futures offer substantial leverage—ES at 5000 controls $250,000 notional with ~$12,000 margin (~20:1 leverage). This is powerful but dangerous.

Calculating Position Size:

Contracts = (Account × Risk %) ÷ (Stop Loss in $ per contract)

Example:

  • Account: $50,000
  • Risk per trade: 1% = $500
  • Stop loss: 10 points on ES = $500 per contract
  • Position size: $500 ÷ $500 = 1 contract

Position Sizing Rules:

  • Risk 1-2% max: Per trade, never more
  • Size to the stop: Determine stop first, then calculate size
  • Account for slippage: Fast markets may fill worse than expected
  • Micros for precision: Use MES/MNQ for granular sizing

Leverage Trap:

  • Just because you CAN trade 10 contracts doesn't mean you should
  • Overleveraging is the #1 account killer in futures
  • Start small, scale up only after consistent profitability

Key Insight: Professional futures traders often use less leverage than their account allows. Survival comes first—profits follow.

Tick Value & Dollar RiskINT

Understanding tick value is essential for risk management. Every futures contract has a minimum price movement (tick) with a specific dollar value.

Calculating Dollar Risk:

Dollar Risk = (Entry - Stop) ÷ Tick Size × Tick Value × Contracts

ES Example:

  • Entry: 5000.00
  • Stop: 4995.00 (5 points away)
  • Ticks: 5 points × 4 ticks/point = 20 ticks
  • Dollar risk: 20 ticks × $12.50 = $250 per contract

Quick Reference - Risk per Point:

  • ES: $50/point ($12.50/tick × 4 ticks)
  • MES: $5/point ($1.25/tick × 4 ticks)
  • NQ: $20/point ($5/tick × 4 ticks)
  • MNQ: $2/point ($0.50/tick × 4 ticks)
  • CL: $10/tick, $1,000/point (100 ticks/point)

Pro Tip: Create a cheat sheet with tick values for your traded contracts. In the heat of trading, you need instant recall.

Key Insight: Always know your dollar risk before entering. "About 5 points" isn't good enough—know exactly: 5 points = $250 on ES, $100 on MES.

Contract Rollover & ExpirationINT

Futures contracts expire quarterly. Traders must roll to the next contract to maintain exposure.

Equity Index Expiration Months:

  • H: March
  • M: June
  • U: September
  • Z: December

Contract Naming: ESH25 = E-mini S&P 500, March 2025

Rollover Timing:

  • Volume shifts to next contract ~1 week before expiration
  • "Roll date" is typically Thursday before expiration week
  • Most traders roll when volume in new contract exceeds old
  • Expiration is typically third Friday of contract month

How to Roll:

  • Close position in expiring contract
  • Open equivalent position in next contract
  • Watch for price difference between contracts

Why Prices Differ: Front month and next month trade at slightly different prices due to cost of carry, dividends, and interest rates.

Key Insight: Don't get caught holding an expiring contract. Mark roll dates on your calendar and switch when volume does—usually 8-10 days before expiration.

Front Month vs Back MonthINT

The front month is the nearest expiration contract; back months are further out. Most trading occurs in the front month.

Front Month Characteristics:

  • Highest volume and liquidity
  • Tightest bid-ask spreads
  • Best fills and execution
  • Most accurate price discovery

Back Month Characteristics:

  • Lower volume, wider spreads
  • Prices may vary from front month (basis)
  • Used for hedging and calendar spreads
  • Roll to back month before front month expires

When to Use Back Months:

  • Position trades spanning multiple weeks/months
  • Avoiding roll costs on longer holds
  • Calendar spread strategies
  • Hedging future exposure

Continuous Charts: Most charting platforms splice contracts together for continuous price history. Understand adjustments when analyzing long-term charts.

Key Insight: Stick to front month for day trading and short-term trades. The liquidity difference is significant—back months can have noticeably worse fills.

Settlement: Cash vs PhysicalINT

How a futures contract settles at expiration determines what happens if you hold to expiry.

Cash Settlement:

  • No physical delivery—settled in cash
  • Profit/loss calculated against final settlement price
  • Used for: Index futures (ES, NQ), VIX futures
  • Easier—no delivery logistics

Physical Settlement:

  • Actual delivery of underlying asset
  • Buyer receives goods, seller delivers goods
  • Used for: Commodities (CL, GC, grains), currencies
  • Most traders roll before delivery period

Physical Delivery Warning:

  • Retail traders should NEVER hold physical contracts to expiry
  • You don't want 1,000 barrels of crude oil delivered
  • Brokers will force-close positions before delivery
  • First Notice Day (FND) = deadline for rolling physical contracts

Why It Matters: Cash-settled contracts like ES can technically be held to expiration safely. Physical contracts require careful attention to roll dates.

Key Insight: For commodity futures, know your First Notice Day and roll BEFORE it. Your broker may charge fees or close positions automatically if you don't.

Futures Spread TradingINT

Spread trading involves simultaneously buying and selling related futures contracts to profit from the price difference between them.

Types of Spreads:

  • Calendar Spread: Same product, different expirations (Buy ESZ25, Sell ESH26)
  • Intermarket Spread: Related products (Buy ES, Sell NQ)
  • Intercommodity Spread: Related commodities (Buy Gold, Sell Silver)
  • Crack Spread: Crude oil vs refined products

Why Trade Spreads:

  • Reduced Risk: Hedge against broad market moves
  • Lower Margin: Exchanges recognize reduced risk, lower requirements
  • Mean Reversion: Spreads often revert to historical norms
  • Less Volatility: Spread changes are often smaller than outright moves

Example - ES/NQ Spread:

  • Belief: Tech (NQ) will underperform broad market (ES)
  • Trade: Buy ES, Sell NQ (ratio-adjusted for contract values)
  • Profit if: ES outperforms NQ, regardless of market direction

Key Insight: Spreads are a professional's tool for expressing relative value views. They're lower risk but require understanding correlations between contracts.

Volume Profile in FuturesINT

Volume Profile displays trading activity at each price level, revealing where significant buying and selling occurred.

Key Concepts:

  • Point of Control (POC): Price with highest volume—fair value
  • Value Area (VA): Range containing 70% of volume
  • Value Area High (VAH): Upper boundary of value area
  • Value Area Low (VAL): Lower boundary of value area
  • High Volume Nodes (HVN): Prices with significant activity—support/resistance
  • Low Volume Nodes (LVN): Prices with little activity—price moves quickly through

How to Use Volume Profile:

  • POC as Magnet: Price often returns to POC
  • VA for Range: Expect price to spend time in value area
  • HVN for S/R: High volume nodes act as support/resistance
  • LVN for Targets: Price accelerates through low volume areas

Time Frames:

  • Session Profile: Current day's volume distribution
  • Composite Profile: Multiple days/weeks aggregated
  • Weekly/Monthly: Longer-term value areas

Key Insight: Volume Profile shows WHERE trading happened, not just WHEN. It's one of the most powerful tools for futures traders—especially for identifying support/resistance.

Contango vs BackwardationADV

The relationship between futures prices across different expirations reveals market expectations and creates trading opportunities.

Contango:

  • Future prices > Spot price (upward sloping curve)
  • Normal for most markets (cost of carry)
  • Each successive contract is more expensive
  • Rolling long positions costs money (negative roll yield)

Backwardation:

  • Future prices < Spot price (downward sloping curve)
  • Indicates supply shortage or high near-term demand
  • Each successive contract is cheaper
  • Rolling long positions earns money (positive roll yield)

Practical Implications:

  • VIX Futures: Usually in contango—VXX decays over time
  • Oil: Flips between contango (oversupply) and backwardation (shortage)
  • ETFs: Commodity ETFs suffer from contango drag when rolling

Trading the Term Structure:

  • Calendar spreads profit from changes in contango/backwardation
  • Extreme contango/backwardation often mean-reverts

Key Insight: Understanding term structure is crucial for holding futures positions beyond a day. Contango silently erodes long positions over time.

Reading the COT ReportADV

The Commitment of Traders (COT) report shows positioning of different trader categories, published weekly by the CFTC.

Trader Categories:

  • Commercials: Hedgers (producers, consumers)—often "smart money"
  • Non-Commercials: Large speculators (hedge funds, CTAs)
  • Non-Reportable: Small traders (retail)—often wrong at extremes

Key Metrics:

  • Net Position: Longs minus shorts for each category
  • Open Interest: Total contracts outstanding
  • Changes: Week-over-week positioning shifts

How to Use COT Data:

  • Commercials: Tend to be right at extremes—fade retail when commercials diverge
  • Non-Commercials: Follow the trend but watch for crowded positioning
  • Extremes: When positioning is historically extreme, reversals more likely

Limitations:

  • Data is delayed (released Friday for Tuesday's positions)
  • Best for swing/position trades, not day trading
  • Categories are imperfect—some "commercials" speculate

Key Insight: COT is a sentiment indicator, not a timing tool. Use it to gauge crowding and potential reversals, but don't trade it alone.

Market Internals: ADD, VOLD, TICKADV

Market internals measure the underlying breadth and strength of market moves beyond just price. Essential for index futures traders.

NYSE TICK ($TICK):

  • Number of NYSE stocks on uptick minus downtick
  • Range typically -1000 to +1000
  • Extremes (+/- 1000): Often signal short-term reversal
  • Cumulative TICK: Running total shows intraday bias

Advance/Decline (ADD, $ADD):

  • Advancing stocks minus declining stocks
  • Confirms or diverges from price moves
  • Divergence: Price up but ADD down = weak rally

Volume Differential (VOLD, $VOLD):

  • Up volume minus down volume
  • Shows where actual money is flowing
  • Strong trends have VOLD confirming direction

How to Use Together:

  • Strong Buy: Price up, ADD up, VOLD up, TICK green
  • Weak Rally: Price up, internals diverging—caution
  • Reversal Signal: Extreme TICK reading + divergence

Key Insight: Internals tell you the health of a move. Price can lie; breadth is harder to fake. Use internals to confirm entries and spot exhaustion.

Intermarket CorrelationsADV

Markets don't move in isolation. Understanding intermarket relationships helps anticipate moves and confirm analysis.

Key Correlations:

  • ES & NQ: Highly correlated (~0.95), NQ more volatile
  • Bonds (ZB) & Stocks: Often inverse—flight to safety
  • Dollar (DX) & Gold (GC): Generally inverse
  • Oil (CL) & Energy Stocks: Positive correlation
  • VIX & S&P: Strongly inverse (~-0.80)

Using Correlations:

  • Confirmation: NQ leading ES higher = strong move
  • Divergence: ES up, bonds up = suspicious rally
  • Leading Indicators: Some markets move first (bonds often lead equities)
  • Risk-On/Risk-Off: Read the whole dashboard

Correlation Regimes:

  • Correlations change over time—don't assume they're static
  • Crisis periods: "All correlations go to 1"—everything falls together
  • Fed-driven markets: Everything keys off interest rate expectations

Key Insight: Before going long ES, glance at NQ, bonds, and VIX. Are they confirming? Disagreeing markets often resolve in unexpected ways.

Algorithmic Order FlowADV

Most futures volume comes from algorithms. Understanding order flow helps you read institutional activity and avoid traps.

Order Flow Concepts:

  • Bid/Ask: Resting orders waiting to be filled
  • Market Orders: Aggressive orders that hit the bid or lift the ask
  • Delta: Difference between buying and selling volume at a price
  • Cumulative Delta: Running total of delta—shows aggression bias

Reading the Tape:

  • Large Prints: Institutional orders—watch size and frequency
  • Absorption: Large resting orders absorbing aggression—potential reversal
  • Exhaustion: Heavy selling but price won't drop—buyers absorbing
  • Iceberg Orders: Large orders hidden, refilling as they're hit

Tools for Order Flow:

  • Footprint Charts: Show buying/selling at each price
  • DOM (Depth of Market): Real-time order book
  • Time & Sales: Raw transaction data
  • Volume Delta Indicators: Simplified order flow visualization

Warning: Order flow is advanced. The DOM can be spoofed, orders can be pulled. It takes significant screen time to read accurately.

Key Insight: Price shows WHAT happened; order flow shows HOW it happened. Understanding the aggression behind moves gives you an edge—but it's a skill that takes years to develop.

Forex
20 topics
What is Forex?BEG

Forex (FX) is the foreign exchange market—the global marketplace for trading national currencies. It's the largest and most liquid financial market in the world, with over $7 trillion traded daily.

How Forex Works:

  • Currencies are traded in pairs (EUR/USD, GBP/JPY)
  • You're always buying one currency and selling another
  • Prices reflect exchange rates between currencies
  • Decentralized market—no central exchange

Key Characteristics:

  • 24/5 Trading: Sunday 5 PM ET to Friday 5 PM ET
  • High Liquidity: Major pairs have tight spreads
  • Leverage: Up to 50:1 in US, higher internationally
  • Low Barriers: Start with small capital

Key Insight: Forex is macro-driven. Unlike stocks, currencies move on interest rates, economic data, and geopolitical events. Understanding central bank policy is essential.

Major, Minor & Exotic PairsBEG

Currency pairs are categorized by liquidity and trading volume:

Major Pairs (Most Liquid):

  • EUR/USD: Euro vs US Dollar ("Fiber") — most traded pair
  • GBP/USD: British Pound vs Dollar ("Cable")
  • USD/JPY: Dollar vs Japanese Yen ("Gopher")
  • USD/CHF: Dollar vs Swiss Franc ("Swissie")
  • AUD/USD: Australian Dollar vs Dollar ("Aussie")
  • USD/CAD: Dollar vs Canadian Dollar ("Loonie")
  • NZD/USD: New Zealand Dollar vs Dollar ("Kiwi")

Minor/Cross Pairs:

  • Don't include USD: EUR/GBP, EUR/JPY, GBP/JPY, AUD/JPY
  • Good liquidity but wider spreads than majors

Exotic Pairs:

  • Major currency + emerging market: USD/ZAR, EUR/TRY, USD/MXN
  • Wide spreads, volatile, higher risk
  • Can have significant overnight swap costs

Key Insight: Stick to majors when learning. EUR/USD and GBP/USD have the tightest spreads and most predictable behavior.

Pips, Points & PipettesBEG

A pip (percentage in point) is the smallest standard price move in forex—essential for calculating profits and risk.

Pip Values:

  • Most pairs: 1 pip = 0.0001 (4th decimal place)
  • JPY pairs: 1 pip = 0.01 (2nd decimal place)
  • Example: EUR/USD moves from 1.0850 to 1.0860 = 10 pips

Pipettes (Fractional Pips):

  • Many brokers quote 5 decimals (1.08505)
  • The 5th decimal is a "pipette" = 1/10th of a pip
  • Allows tighter spreads and more precise pricing

Calculating Pip Value:

Pip Value = (Pip ÷ Exchange Rate) × Lot Size

Standard Pip Values (USD account, standard lot):

  • EUR/USD: $10 per pip (standard lot)
  • GBP/USD: $10 per pip
  • USD/JPY: ~$9.20 per pip (varies with rate)

Key Insight: Always know your pip value before trading. A 50-pip stop on EUR/USD costs $500 on a standard lot, $50 on a mini, $5 on a micro.

Lot Sizes ExplainedBEG

Forex is traded in lots—standardized contract sizes that determine your position value:

Lot TypeUnitsEUR/USD Pip Value50-Pip Move
Standard100,000$10$500
Mini10,000$1$50
Micro1,000$0.10$5
Nano100$0.01$0.50

Choosing Lot Size:

  • Risk-based sizing: Calculate based on stop loss and risk %
  • Example: $10,000 account, 1% risk ($100), 50-pip stop
  • Calculation: $100 ÷ 50 pips = $2/pip = 0.2 lots (2 mini lots)

Common Mistakes:

  • Trading too large relative to account size
  • Not adjusting size for different stop distances
  • Forgetting that pip values vary by pair

Key Insight: Start with micro lots. Even experienced traders use small sizes when testing strategies. Capital preservation is job #1.

Bid, Ask & SpreadBEG

Every forex quote has two prices—the bid and ask—and the difference is your transaction cost.

Definitions:

  • Bid: Price at which you can SELL (broker buys from you)
  • Ask: Price at which you can BUY (broker sells to you)
  • Spread: Ask minus Bid = your cost to enter

Example: EUR/USD quoted at 1.0850/1.0852

  • Buy at 1.0852 (ask), Sell at 1.0850 (bid)
  • Spread = 2 pips = $20 cost per standard lot

Spread Factors:

  • Pair liquidity: EUR/USD tighter than USD/ZAR
  • Time of day: Wider during low-volume periods
  • News events: Spreads widen dramatically around releases
  • Broker type: ECN vs market maker

Typical Spreads (Normal Conditions):

  • EUR/USD: 0.5-1.5 pips
  • GBP/USD: 1-2 pips
  • Exotics: 10-50+ pips

Key Insight: You start every trade at a loss equal to the spread. Tight spreads matter—they're the "rake" you pay on every trade.

Leverage in ForexBEG

Leverage allows you to control large positions with small capital. Forex offers some of the highest leverage of any market.

How Leverage Works:

  • 50:1 leverage: $2,000 controls $100,000 position
  • Margin required: $100,000 ÷ 50 = $2,000
  • Profits AND losses are magnified

Leverage Limits by Region:

  • US: 50:1 majors, 20:1 minors
  • EU: 30:1 majors, 20:1 minors
  • Australia: 30:1 (reduced from 500:1)
  • Offshore: Up to 500:1+ (dangerous)

The Leverage Trap:

  • High leverage doesn't mean you should use it all
  • 50:1 means a 2% move wipes out your margin
  • Most professional forex traders use 5:1 to 10:1 effective leverage

Key Insight: Leverage is a tool, not a strategy. Use it to free up capital, not to maximize position size. The graveyard is full of traders who used "max leverage."

Broker Types: ECN vs Market MakerBEG

Your broker's business model affects your execution, spreads, and potential conflicts of interest.

Market Maker (Dealing Desk):

  • Broker takes the other side of your trade
  • Fixed spreads (usually wider)
  • May trade against you (conflict of interest)
  • Guaranteed fills, but potential requotes
  • Often no commission

ECN/STP (No Dealing Desk):

  • Orders routed to liquidity providers
  • Variable spreads (can be very tight)
  • No conflict of interest
  • Commission per trade + spread
  • Better for scalping and large orders

Hybrid Brokers:

  • Many brokers use both models
  • Small orders: dealt internally
  • Large orders: passed to LPs

What to Look For:

  • Regulation (FCA, ASIC, NFA)
  • Transparent pricing
  • Fast execution
  • Segregated client funds

Key Insight: ECN is generally better for serious traders. The tighter spreads and lack of conflict outweigh the small commission cost.

Trading Sessions ExplainedINT

Forex trades 24 hours, but activity varies dramatically by session. Understanding sessions helps you trade the right pairs at the right times.

The Three Major Sessions (ET):

  • Sydney/Tokyo (Asian): 7 PM - 4 AM
  • London (European): 3 AM - 12 PM
  • New York (American): 8 AM - 5 PM

Session Characteristics:

  • Asian: Lower volatility, range-bound, JPY/AUD pairs most active
  • London: Highest volume, trends start here, EUR/GBP pairs dominate
  • New York: High volatility, USD pairs active, economic data releases

Best Trading Windows:

  • London Open (3-4 AM ET): Volatility spike, breakouts common
  • London/NY Overlap (8 AM-12 PM ET): Maximum liquidity and movement
  • NY Afternoon (2-4 PM ET): Position squaring, reversals possible

Key Insight: Trade when your pairs are "awake." EUR/USD at 2 AM ET is a different beast than at 10 AM ET. Match your strategy to session characteristics.

Session OverlapsINT

When two sessions overlap, liquidity and volatility increase significantly. These are often the best trading opportunities.

Key Overlaps:

  • Tokyo/London (3-4 AM ET): Brief but volatile, particularly for JPY crosses
  • London/New York (8 AM-12 PM ET): The "golden hours"—highest volume of the day

Why Overlaps Matter:

  • More participants = tighter spreads
  • Higher volume = cleaner price action
  • Better fills on entries and exits
  • Trends more likely to develop and follow through

London/NY Overlap Strategy:

  • Major moves often start at London open (3 AM ET)
  • NY open (8 AM ET) either continues or reverses London's move
  • Watch for US data releases (8:30 AM typically)
  • Post-data reaction often sets the day's direction

Key Insight: If you can only trade 4 hours a day, trade 8 AM - 12 PM ET. You'll catch the most volume, tightest spreads, and clearest setups.

Currency CorrelationsINT

Currency pairs often move together (positive correlation) or opposite (negative correlation). Understanding correlations prevents accidental overexposure.

Strong Positive Correlations:

  • EUR/USD & GBP/USD: ~0.85 correlation
  • AUD/USD & NZD/USD: ~0.90 correlation
  • EUR/USD & AUD/USD: ~0.75 correlation

Strong Negative Correlations:

  • EUR/USD & USD/CHF: ~-0.95 correlation
  • GBP/USD & USD/JPY: ~-0.60 correlation
  • AUD/USD & USD/CAD: ~-0.70 correlation

Why Correlations Matter:

  • Risk management: Long EUR/USD + long GBP/USD = double USD short exposure
  • Hedging: Use negatively correlated pairs to offset risk
  • Confirmation: If EUR/USD up but GBP/USD down, something's off

Warning: Correlations change over time and can break down during market stress.

Key Insight: Before taking multiple forex positions, check correlations. Two "different" trades might be the same bet in disguise.

Safe Haven CurrenciesINT

Safe haven currencies tend to strengthen during market uncertainty, fear, and risk-off environments.

Traditional Safe Havens:

  • USD: World's reserve currency, flight to safety during crises
  • JPY: Low interest rates, carry trade unwind strengthens yen
  • CHF: Swiss neutrality, strong banking system, gold reserves

When Safe Havens Strengthen:

  • Stock market selloffs
  • Geopolitical crises
  • Economic uncertainty
  • Risk-off sentiment broadly

Risk-On vs Risk-Off:

  • Risk-On: Stocks up, AUD/NZD/EM currencies strengthen, JPY/CHF weaken
  • Risk-Off: Stocks down, JPY/CHF/USD strengthen, AUD/NZD weaken

Trading Implications:

  • During stock selloffs, look for USD/JPY shorts or JPY cross shorts
  • During rallies, AUD/JPY and NZD/JPY often surge

Key Insight: Forex doesn't exist in a vacuum. Watch equity markets—S&P 500 direction often predicts JPY cross movement.

Commodity CurrenciesINT

Commodity currencies are tied to countries whose economies depend heavily on commodity exports.

Major Commodity Currencies:

  • AUD (Australian Dollar): Iron ore, coal, gold exports to China
  • CAD (Canadian Dollar): Oil exports to US
  • NZD (New Zealand Dollar): Dairy, agricultural exports
  • NOK (Norwegian Krone): North Sea oil

Key Correlations:

  • AUD: Tracks iron ore prices and Chinese economic health
  • CAD: Moves with WTI crude oil (often inverse to USD/CAD)
  • NZD: Dairy prices, risk sentiment, China demand

Trading Commodity Currencies:

  • Watch commodity prices for leading signals
  • Chinese economic data heavily impacts AUD
  • Oil inventory reports move CAD
  • Commodity currencies are "risk-on"—they rally when stocks rally

Key Insight: Trading AUD/USD? Check iron ore prices and Chinese PMI. Trading USD/CAD? Watch crude oil. The commodity tells you where the currency is heading.

Interest Rates & Central BanksINT

Interest rate differentials are the primary driver of currency values. Higher rates attract capital, strengthening the currency.

Major Central Banks:

  • Fed (USD): Federal Reserve—most important globally
  • ECB (EUR): European Central Bank
  • BoJ (JPY): Bank of Japan—historically dovish
  • BoE (GBP): Bank of England
  • RBA (AUD): Reserve Bank of Australia
  • BoC (CAD): Bank of Canada

What Moves Currencies:

  • Rate decisions: Hikes strengthen, cuts weaken
  • Forward guidance: Future expectations matter more than current rates
  • Quantitative easing: Money printing weakens currency
  • Surprise factor: Expected moves are priced in; surprises move markets

Trading Central Bank Events:

  • Know the schedule—mark FOMC, ECB, BoJ meetings
  • Watch for hawkish/dovish language shifts
  • Spreads widen dramatically during announcements
  • Initial spike often reversed—wait for dust to settle

Key Insight: Currency markets are forward-looking. It's not about current rates—it's about where rates are going. Learn to read central bank statements.

Economic Calendar TradingINT

Economic data releases cause the biggest moves in forex. Knowing the calendar is essential for timing and risk management.

High-Impact Events:

  • Non-Farm Payrolls (NFP): First Friday monthly—biggest USD mover
  • CPI/Inflation: Affects rate expectations dramatically
  • GDP: Quarterly economic health check
  • Central Bank Decisions: Rate decisions and statements
  • PMI (Manufacturing/Services): Leading economic indicators

Trading Around News:

  • Before: Reduce position size or stay flat—spreads will widen
  • During: Expect whipsaws, false moves, poor fills
  • After: Wait for initial reaction to settle (5-15 minutes)
  • Trade the trend: Once direction is clear, ride the momentum

Reading the Numbers:

  • Actual vs Forecast: The surprise is what moves markets
  • Revisions: Previous data revisions can be as important as current
  • Context: Same number can be bullish or bearish depending on expectations

Key Insight: The market reaction to news tells you more than the news itself. A "good" number that causes selling reveals hidden weakness.

Swap Rates & RolloverINT

Swap (or rollover) is the interest paid or earned for holding a forex position overnight, based on interest rate differentials.

How Swap Works:

  • Each currency has an interest rate set by its central bank
  • Holding a currency = earning that rate; shorting = paying
  • Swap = rate on bought currency - rate on sold currency
  • Applied at 5 PM ET (NY close) daily

Triple Swap Wednesday:

  • Wednesday rollover includes Saturday and Sunday
  • You pay/earn 3x the normal swap
  • Can significantly impact swing trade profitability

Positive vs Negative Swap:

  • Positive: You earn interest (long high-rate, short low-rate currency)
  • Negative: You pay interest (opposite)
  • Example: Long AUD/JPY historically earned positive swap (AUD rates > JPY rates)

Swap Considerations:

  • Day traders: Swap doesn't matter (no overnight holds)
  • Swing traders: Factor swap into position profitability
  • Carry traders: Swap IS the strategy

Key Insight: Check your broker's swap rates before swing trading. Negative swap on a multi-week hold can eat significantly into profits.

Carry Trade StrategiesADV

The carry trade exploits interest rate differentials—borrowing in low-rate currencies to invest in high-rate currencies.

Classic Carry Trade:

  • Borrow in JPY (near-zero rates)
  • Convert to AUD, NZD, or EM currency (higher rates)
  • Earn the rate differential
  • Works best when exchange rate is stable or favorable

Popular Carry Pairs (Historically):

  • AUD/JPY: Classic carry pair
  • NZD/JPY: Similar dynamics
  • USD/JPY: When Fed rates exceed BoJ
  • EM currencies: Higher rates but higher risk

Carry Trade Risks:

  • Currency risk: Rate differential means nothing if currency drops 10%
  • Carry unwind: In risk-off, everyone exits at once—violent reversals
  • Rate changes: Differential can shrink or reverse
  • Leverage: Carry traders often use high leverage—magnifying losses

Key Insight: Carry trades are like "picking up pennies in front of a steamroller." Steady gains until sudden, violent reversals. Size appropriately and have stops.

Central Bank InterventionADV

Central banks sometimes directly intervene in forex markets to strengthen or weaken their currency.

Types of Intervention:

  • Direct: Central bank buys/sells currency in open market
  • Verbal: Officials talk currency up or down ("jawboning")
  • Coordinated: Multiple central banks act together (rare, powerful)
  • Sterilized vs Non-sterilized: Whether money supply is affected

Why Central Banks Intervene:

  • Currency too strong hurts exports
  • Currency too weak causes inflation
  • Excessive volatility disrupts trade
  • Speculation getting out of hand

Notable Interventions:

  • SNB (2011-2015): EUR/CHF floor at 1.20—then abandoned spectacularly
  • BoJ: Regular JPY intervention when yen strengthens too fast
  • Plaza Accord (1985): Coordinated USD weakening

Trading Around Intervention:

  • Watch for verbal warnings—they often precede action
  • Intervention against trend usually fails eventually
  • But can cause massive short-term moves—respect the central bank

Key Insight: Never fight a central bank with unlimited resources in the short term. But remember: intervention usually delays the inevitable, not prevents it.

Dollar Index (DXY) AnalysisADV

The US Dollar Index (DXY) measures USD against a basket of major currencies—essential for understanding broad dollar strength.

DXY Composition:

  • EUR: 57.6% (dominant weight)
  • JPY: 13.6%
  • GBP: 11.9%
  • CAD: 9.1%
  • SEK: 4.2%
  • CHF: 3.6%

Why DXY Matters:

  • Shows overall USD trend vs just one pair
  • Helps identify whether move is USD-driven or pair-specific
  • Key levels on DXY often correspond to USD pair moves
  • Divergence between DXY and specific pairs can signal opportunity

Using DXY in Trading:

  • DXY up = bearish EUR/USD, GBP/USD, etc.
  • DXY down = bullish EUR/USD, GBP/USD, etc.
  • Check DXY before trading any USD pair
  • DXY at major support/resistance = expect USD reaction

Key Insight: DXY is EUR-heavy, so it largely mirrors EUR/USD inverted. For a truer dollar picture, also watch USD/JPY and USD/CHF.

Intermarket Analysis for ForexADV

Intermarket analysis examines relationships between forex, bonds, commodities, and equities to forecast currency moves.

Key Relationships:

  • Bonds → Currencies: Higher yields attract capital, strengthen currency
  • Stocks → Risk Currencies: S&P up = AUD/JPY up typically
  • Commodities → Commodity FX: Oil up = CAD up, Gold up = AUD up
  • VIX → Safe Havens: VIX spike = JPY/CHF strengthen

Yield Spread Trading:

  • Compare 2-year or 10-year yields between countries
  • Widening US-Japan spread = bullish USD/JPY
  • Yield differentials often lead currency moves

Risk Sentiment Framework:

  • Risk-On: Stocks up, yields up, AUD/NZD up, JPY/CHF down
  • Risk-Off: Stocks down, yields down, JPY/CHF up, AUD/NZD down
  • When everything correlates, it's macro-driven

Key Insight: Forex doesn't exist in isolation. The best forex traders watch bonds, equities, and commodities. Convergence across markets gives high-conviction trades.

News Trading StrategiesADV

News trading capitalizes on the volatility around economic releases. High reward but high risk.

Types of News Trades:

  • Straddle: Place orders both above and below price before news
  • Fade: Trade against the initial spike (mean reversion)
  • Momentum: Trade the direction after initial reaction settles
  • Pre-positioning: Take a stance based on expectations (risky)

The Reality of News Trading:

  • Spreads widen 5-10x or more during releases
  • Slippage can be enormous
  • Whipsaws are common—stopped both ways
  • Algorithms often react faster than humans

If You Must Trade News:

  • Use limit orders, not market orders
  • Wait 5-15 minutes for spreads to normalize
  • Trade the follow-through, not the initial spike
  • Size down significantly
  • Accept that you'll miss some moves

Better Approach:

  • Identify what the market expects
  • Wait for the release and reaction
  • Trade the new trend once established

Key Insight: Most retail traders lose money trading the news spike. The edge is in trading the aftermath—once direction is clear and spreads are normal.

Crypto
18 topics
Crypto Trading BasicsBEG

Cryptocurrency is digital money secured by cryptography, operating on decentralized blockchain networks. As a trading asset, crypto offers unique opportunities and risks.

Key Characteristics:

  • 24/7/365 Markets: Never closes—trade any time
  • High Volatility: 5-20%+ daily moves are common
  • Global & Decentralized: No single exchange or regulator
  • Emerging Market: Less mature, more manipulation

How Crypto Differs from Traditional Markets:

  • No market hours = no opening gaps (but weekend liquidity drops)
  • Less institutional involvement (changing rapidly)
  • More retail-driven = more emotional extremes
  • News and social media have outsized impact

Getting Started:

  • Start with BTC and ETH—most liquid, least manipulated
  • Use reputable exchanges (Coinbase, Kraken, Binance)
  • Understand that volatility cuts both ways

Key Insight: Crypto amplifies everything—gains, losses, emotions. The 24/7 nature is a trap for overtrading. Have strict rules and stick to them.

Bitcoin vs AltcoinsBEG

Bitcoin (BTC) is the original cryptocurrency. Everything else is an "altcoin" (alternative coin).

Bitcoin:

  • First mover, largest market cap (~$1T+)
  • Most liquid and widely accepted
  • "Digital gold" narrative—store of value
  • Fixed supply (21 million max)
  • Least volatile of major cryptos (relatively)

Ethereum (ETH):

  • Second largest, "programmable blockchain"
  • Smart contracts, DeFi, NFTs built on it
  • More volatile than BTC, often higher beta
  • Technology play vs BTC's store-of-value play

Other Altcoins:

  • Large Cap: SOL, ADA, XRP—established but volatile
  • Mid Cap: Higher risk/reward, less liquidity
  • Small Cap/Memecoins: Extremely speculative, often manipulated

Trading Considerations:

  • Altcoins typically follow BTC direction but with more volatility
  • In bull markets, altcoins can 10-100x; in bears, they crash 90%+
  • Liquidity matters—wide spreads on small coins eat profits

Key Insight: BTC is crypto's reserve currency. When BTC dumps, almost everything dumps harder. Master BTC before gambling on altcoins.

CEX vs DEX ExplainedBEG

You can trade crypto on centralized exchanges (CEX) or decentralized exchanges (DEX). Each has trade-offs.

Centralized Exchanges (CEX):

  • Examples: Coinbase, Kraken, Binance, Bybit
  • Pros: High liquidity, fast execution, fiat on-ramps, customer support
  • Cons: KYC required, custody risk, can freeze accounts
  • Best for: Most traders, especially beginners

Decentralized Exchanges (DEX):

  • Examples: Uniswap, SushiSwap, dYdX, GMX
  • Pros: Self-custody, no KYC, access to new tokens
  • Cons: Lower liquidity, higher fees (gas), smart contract risk
  • Best for: Privacy-focused, DeFi users, altcoin trading

Hybrid Approach:

  • Use CEX for major pairs (BTC, ETH)—best liquidity
  • Use DEX for smaller altcoins not listed on CEX
  • Keep only trading capital on exchanges; store long-term in self-custody

Key Insight: "Not your keys, not your coins." CEX is convenient but you're trusting them with your funds. Remember FTX—counterparty risk is real.

Crypto Wallets: Hot vs ColdBEG

A crypto wallet stores your private keys—the passwords that control your crypto. Security is paramount.

Hot Wallets (Connected to Internet):

  • Types: Mobile apps, browser extensions, exchange wallets
  • Examples: MetaMask, Trust Wallet, Coinbase Wallet
  • Pros: Convenient, instant access, good for active trading
  • Cons: Vulnerable to hacks, phishing, malware
  • Use for: Active trading capital only

Cold Wallets (Offline):

  • Types: Hardware wallets, paper wallets, air-gapped devices
  • Examples: Ledger, Trezor, Coldcard
  • Pros: Maximum security, immune to online attacks
  • Cons: Less convenient, cost money, can be lost physically
  • Use for: Long-term holdings, significant amounts

Security Best Practices:

  • Never share your seed phrase—ever, with anyone
  • Store seed phrase offline (metal backup recommended)
  • Use hardware wallet for anything significant
  • Verify addresses character-by-character before sending

Key Insight: You can recover from a bad trade. You cannot recover from losing your seed phrase or getting hacked. Security first, always.

Order Types in CryptoBEG

Understanding order types helps you execute trades efficiently and manage risk.

Basic Order Types:

  • Market Order: Execute immediately at best available price. Fast but potential slippage.
  • Limit Order: Execute only at your specified price or better. No slippage but may not fill.
  • Stop Order: Becomes market order when price reaches trigger. Used for stop losses.
  • Stop-Limit: Becomes limit order at trigger. More control but may not fill in fast markets.

Advanced Order Types:

  • Trailing Stop: Stop that follows price by fixed amount/percentage
  • OCO (One-Cancels-Other): Set take-profit and stop-loss together
  • Post-Only: Ensures your order is a maker (adds liquidity)
  • Reduce-Only: Can only reduce position, not increase

Crypto-Specific Considerations:

  • Slippage can be severe on low-liquidity pairs
  • Stop orders on illiquid pairs can fill far from trigger
  • 24/7 markets mean stops can trigger while you sleep

Key Insight: Use limit orders for entries when possible. Use stop-market for exits—guaranteed fill is more important than perfect price when exiting.

24/7 Markets: Pros & ConsBEG

Crypto never sleeps. This creates unique opportunities and challenges compared to traditional markets.

Advantages:

  • Flexibility: Trade whenever fits your schedule
  • No gaps: Price is continuous (mostly)
  • React to news: Don't wait for market open
  • Global participation: Always someone trading somewhere

Disadvantages:

  • Never off: Moves happen while you sleep
  • Overtrading temptation: Always "one more trade"
  • Weekend liquidity: Thin order books = more manipulation
  • Burnout: No forced breaks from market

Managing 24/7 Trading:

  • Set specific trading hours—don't be available 24/7
  • Use stop losses and take-profits religiously
  • Reduce size for overnight/weekend positions
  • Accept you'll miss some moves—FOMO is the enemy

Peak Activity Times (ET):

  • US hours (9 AM - 5 PM): Highest volume
  • Asia hours (8 PM - 4 AM): Active, especially for Asian-focused coins
  • Weekends: Lower volume, wider spreads, more wicks

Key Insight: Just because you CAN trade 24/7 doesn't mean you should. The most successful crypto traders have strict schedules and boundaries.

Bitcoin DominanceINT

Bitcoin Dominance (BTC.D) measures Bitcoin's market cap as a percentage of total crypto market cap. It's a key indicator of market dynamics.

How to Read BTC Dominance:

  • Rising dominance: Money flowing from alts to BTC (risk-off in crypto)
  • Falling dominance: Money flowing from BTC to alts (risk-on, "alt season")
  • Historical range: ~40% (alt season peaks) to ~70%+ (bear market bottoms)

Market Phases:

  • BTC up, Dominance up: Early bull market—BTC leads
  • BTC up, Dominance down: Alt season—alts outperforming
  • BTC down, Dominance up: Bear market—alts crashing harder
  • BTC down, Dominance down: Capitulation—everything selling

Trading Implications:

  • High dominance = safer to hold BTC, avoid alts
  • Falling dominance = consider rotating some BTC to quality alts
  • Watch dominance at key levels (40%, 50%, 60%) for potential reversals

Key Insight: Don't chase alt season at the top. When dominance is at cycle lows, it often means alts are about to crash. BTC dominance rising is a warning sign.

Altcoin Correlation to BitcoinINT

Altcoins are highly correlated to Bitcoin. Understanding this relationship is crucial for position management.

The Correlation Dynamic:

  • Most altcoins have 0.7-0.95 correlation to BTC
  • When BTC moves, alts move in the same direction (usually more)
  • Correlation increases during selloffs ("correlation goes to 1")
  • Individual altcoin news can cause temporary decoupling

Beta to Bitcoin:

  • ETH: ~1.2x BTC moves (if BTC +10%, ETH often +12%)
  • Large Cap Alts: ~1.5-2x BTC moves
  • Small Cap Alts: ~2-5x+ BTC moves
  • Memecoins: Can be 10x+ (in both directions)

Portfolio Implications:

  • Holding BTC + alts = concentrated bet on crypto, not diversification
  • Long ETH + Long BTC = you're just more long crypto
  • Altcoins add leverage, not diversification

When Correlation Breaks:

  • Specific altcoin news (partnership, hack, regulatory action)
  • Sector rotation (DeFi summer, NFT mania, AI coins)
  • Delisting or listing announcements

Key Insight: Before trading altcoins, check what BTC is doing. Fighting the BTC trend with an altcoin position rarely ends well.

Perpetual Futures ExplainedINT

Perpetual futures (perps) are crypto's most traded derivative—futures contracts that never expire.

How Perps Work:

  • Trade with leverage (1x to 100x+ available)
  • No expiration date—hold indefinitely
  • Price tracks spot via "funding rate" mechanism
  • Can go long (profit when price rises) or short (profit when price falls)

Key Concepts:

  • Mark Price: Fair value used for liquidation (prevents manipulation)
  • Funding Rate: Periodic payment between longs and shorts
  • Liquidation Price: Price at which your position is force-closed
  • Margin: Collateral required to hold position

Cross vs Isolated Margin:

  • Cross: Entire account balance used as margin—lower liquidation risk but entire account at risk
  • Isolated: Only allocated margin at risk—can lose position but protect rest of account

Popular Perp Exchanges:

  • CEX: Binance, Bybit, OKX, Deribit
  • DEX: dYdX, GMX, Hyperliquid

Key Insight: Perps are powerful but dangerous. Most retail traders lose money on leveraged perps. Start with spot trading; add perps only after consistent profitability.

Funding Rates ExplainedINT

Funding rates are periodic payments between long and short perpetual futures traders, keeping perp prices aligned with spot.

How Funding Works:

  • Paid every 8 hours (some exchanges: 1 hour or 4 hours)
  • Positive funding: Longs pay shorts (perp trading above spot)
  • Negative funding: Shorts pay longs (perp trading below spot)
  • Rate based on premium/discount to spot price

Reading Funding as Sentiment:

  • High positive funding: Market overleveraged long—potential squeeze down
  • High negative funding: Market overleveraged short—potential squeeze up
  • Neutral funding: Balanced positioning

Funding Rate Extremes (Annualized):

  • Normal: 5-15% APR
  • Elevated: 30-50% APR—caution
  • Extreme: 100%+ APR—reversal likely imminent

Trading Implications:

  • Extreme funding often precedes reversals
  • Be contrarian when funding is extreme
  • Factor funding into holding costs for longer positions

Key Insight: Funding is a sentiment indicator. When everyone is paying to be long, ask who's left to buy. Extreme funding = crowded trade.

Stablecoins ExplainedINT

Stablecoins are cryptocurrencies designed to maintain a stable value, typically pegged to USD. They're essential for crypto trading.

Major Stablecoins:

  • USDT (Tether): Largest by market cap, most trading pairs, some transparency concerns
  • USDC (Circle): US-regulated, transparent reserves, widely trusted
  • DAI: Decentralized, crypto-collateralized, no central issuer
  • BUSD: Binance USD (being phased out)

Types of Stablecoins:

  • Fiat-backed: Reserves held in bank (USDT, USDC)
  • Crypto-backed: Over-collateralized with crypto (DAI)
  • Algorithmic: Use algorithms to maintain peg (risky—see UST collapse)

Why Stablecoins Matter for Traders:

  • Move to safety without leaving crypto ecosystem
  • Avoid taxable events (in some jurisdictions) vs fiat
  • Faster settlement than bank transfers
  • Required for most DEX and DeFi interactions

Risks:

  • Depegging events (temporary or permanent)
  • Regulatory crackdowns
  • Counterparty/reserve risk

Key Insight: Not all stablecoins are equal. USDC is generally safest for US traders. Never hold more in any single stablecoin than you're willing to lose.

Market Cap & Volume AnalysisINT

Understanding market cap and volume helps you assess liquidity, risk, and manipulation potential.

Market Cap Tiers:

  • Large Cap ($10B+): BTC, ETH—most stable, liquid
  • Mid Cap ($1-10B): Established alts—moderate risk
  • Small Cap ($100M-1B): Higher volatility, lower liquidity
  • Micro Cap (<$100M): High risk, easily manipulated

Fully Diluted Valuation (FDV):

  • Market cap if ALL tokens were in circulation
  • Important for tokens with large unlock schedules
  • High FDV vs Market Cap = future selling pressure

Volume Analysis:

  • 24h Volume / Market Cap: Higher ratio = more liquid/active
  • Volume spikes: Often precede or confirm moves
  • Declining volume on rallies: Weakening momentum
  • Wash trading: Fake volume—common on small exchanges

What to Watch:

  • Volume should confirm price moves
  • Low volume pumps are often traps
  • Check volume across multiple exchanges

Key Insight: Market cap tells you size; volume tells you activity. A $1B market cap with $10M daily volume is very different from one with $500M volume.

Market Cycles & Bitcoin HalvingINT

Crypto markets follow roughly 4-year cycles, largely tied to Bitcoin's halving events.

The Bitcoin Halving:

  • Every ~4 years, BTC mining rewards cut in half
  • Reduces new supply entering market
  • Previous halvings: 2012, 2016, 2020, 2024
  • Historically followed by bull markets (12-18 months later)

Typical Cycle Phases:

  • Accumulation: Post-crash, low prices, smart money buys
  • Early Bull: BTC leads, dominance rises
  • Euphoria: Alts explode, retail FOMOs in
  • Distribution: Smart money sells to retail
  • Bear Market: 70-90% drawdowns, capitulation

Historical Performance (BTC):

  • 2012 halving → 2013 peak: ~100x
  • 2016 halving → 2017 peak: ~30x
  • 2020 halving → 2021 peak: ~8x
  • Diminishing returns each cycle (larger base)

Caution: Past cycles don't guarantee future results. Each cycle has unique characteristics. Institutions changed the game.

Key Insight: "Time in the market beats timing the market" is questionable in crypto. Understanding where you are in the cycle is valuable—but no one rings a bell at the top.

On-Chain Analysis BasicsADV

On-chain analysis examines blockchain data to understand market dynamics—a unique advantage of transparent crypto markets.

Key On-Chain Metrics:

  • Exchange Flows: Coins moving to/from exchanges
  • Whale Wallets: Tracking large holder behavior
  • UTXO Age: How long coins have been held
  • Realized Price: Average price at which all coins last moved
  • MVRV: Market Value to Realized Value ratio

Exchange Flow Analysis:

  • Inflows to exchanges: Potential selling pressure
  • Outflows from exchanges: Accumulation signal
  • Exchange reserves declining: Bullish (supply squeeze)

Holder Behavior:

  • Long-Term Holders (LTH): Coins held 155+ days—smart money
  • Short-Term Holders (STH): Recent buyers—weak hands
  • LTH selling to STH: Distribution (bearish)
  • STH selling to LTH: Accumulation (bullish)

Tools: Glassnode, CryptoQuant, Santiment, Nansen

Key Insight: On-chain data shows what participants ARE doing, not what they SAY they're doing. It's like having everyone's brokerage statement public.

Whale WatchingADV

Whale watching tracks large wallet activity to anticipate market moves before they happen.

Who Are Whales:

  • Wallets holding $10M+ in crypto
  • Early adopters, funds, exchanges, founders
  • Can move markets with single transactions
  • Often have information advantages

What to Track:

  • Large transfers to exchanges: Potential dump incoming
  • Large transfers from exchanges: Accumulation
  • Whale wallet accumulation: Smart money buying
  • Old wallets awakening: Dormant coins moving—watch out

Whale Alert Services:

  • Whale Alert (Twitter/X)
  • Nansen (wallet labeling)
  • Arkham Intelligence
  • DeBank (DeFi whale tracking)

Limitations:

  • Not all large transfers mean trading (could be custody moves)
  • Whales can use multiple wallets to hide activity
  • By the time you see it, whale may already be positioned

Key Insight: Whale watching is about probabilities, not certainties. Large exchange inflows don't guarantee dumps—but they shift the odds.

DeFi Basics for TradersADV

DeFi (Decentralized Finance) recreates financial services on blockchain—trading, lending, borrowing without intermediaries.

Key DeFi Components:

  • DEXs: Trade without centralized exchange (Uniswap, Curve)
  • Lending: Earn yield or borrow against crypto (Aave, Compound)
  • Yield Farming: Provide liquidity for rewards
  • Liquid Staking: Stake and maintain liquidity (Lido)

Trading-Relevant DeFi:

  • AMMs: Automated Market Makers—algorithmic pricing
  • Slippage: Price impact of your trade on AMM
  • Impermanent Loss: Risk of providing liquidity
  • Flash Loans: Uncollateralized loans within single transaction

Risks:

  • Smart Contract Risk: Bugs can drain funds
  • Rug Pulls: Developers abandon project with funds
  • Oracle Manipulation: Price feed attacks
  • Regulatory: Uncertain legal status

Key Insight: DeFi offers opportunities not available in TradFi, but "code is law" means bugs are irreversible. Only use battle-tested protocols with significant TVL and audits.

Liquidation CascadesADV

Liquidation cascades occur when forced position closures trigger more liquidations, creating violent price moves.

How Cascades Work:

  • Price drops → highly leveraged longs liquidated
  • Liquidations = market sell orders → price drops more
  • More liquidations triggered → feedback loop
  • Can cause 10-30% moves in minutes

Identifying Liquidation Levels:

  • Liquidation heatmaps: Show where liquidations cluster
  • Open Interest: High OI = more potential liquidations
  • Funding rates: Extreme funding = crowded positioning
  • Round numbers: Liquidations often cluster at psychological levels

Trading Cascades:

  • Don't fight the cascade—momentum is extreme
  • Look for exhaustion after cascade (V-bottoms/tops)
  • Cascades often overshoot—reversal opportunities
  • Keep stops away from obvious liquidation clusters

Tools: Coinglass, Hyblock Capital, Kingfisher

Key Insight: Liquidation cascades are when leverage traders get wrecked. If you're not using leverage, cascades are opportunities. If you are, they're existential threats.

Regulatory LandscapeADV

Crypto regulation is evolving rapidly. Understanding the landscape helps you anticipate market-moving events and compliance requirements.

Key Regulatory Bodies:

  • SEC (US): Securities regulation—determining what's a security
  • CFTC (US): Commodities/derivatives—BTC classified as commodity
  • FinCEN (US): Anti-money laundering requirements
  • MiCA (EU): Comprehensive EU crypto framework

Major Regulatory Events:

  • ETF approvals: Spot BTC ETF (Jan 2024) was massively bullish
  • Exchange enforcement: Binance, Kraken settlements
  • Stablecoin regulation: Increasing scrutiny globally
  • Securities classification: Many altcoins at risk

Trading Implications:

  • Regulatory news causes massive volatility
  • Negative news on specific coin = immediate dump
  • Clarity (even if restrictive) often bullish
  • Geographic restrictions affect liquidity

Staying Compliant:

  • Use regulated exchanges in your jurisdiction
  • Keep records for taxes
  • Understand your local laws

Key Insight: Regulation is coming regardless of ideology. Position for it. Coins that can't pass regulatory scrutiny are risky long-term holds.

Stocks & ETFs
17 topics
Stock Market BasicsBEG

Stocks represent ownership shares in a company. When you buy stock, you own a piece of that business and share in its profits (or losses).

How Stocks Work:

  • Companies issue shares to raise capital
  • Shares trade on exchanges (NYSE, NASDAQ)
  • Price determined by supply and demand
  • You profit from price appreciation and/or dividends

Key Stock Exchanges:

  • NYSE: New York Stock Exchange—largest by market cap, traditional companies
  • NASDAQ: Tech-heavy, electronic exchange
  • AMEX: Smaller companies, ETFs

What Moves Stock Prices:

  • Earnings: Company profits vs expectations
  • News: Product launches, management changes, lawsuits
  • Macro: Interest rates, economic data, sector trends
  • Sentiment: Fear and greed across the market

Key Insight: Individual stocks are affected by both company-specific news AND overall market direction. Even great companies fall in bear markets.

What Are ETFs?BEG

ETFs (Exchange-Traded Funds) are baskets of securities that trade like individual stocks. They offer diversification with the simplicity of stock trading.

How ETFs Work:

  • Fund holds multiple securities (stocks, bonds, commodities)
  • Shares trade on exchange throughout the day
  • Price tracks the underlying holdings (net asset value)
  • Lower fees than mutual funds typically

Types of ETFs:

  • Index ETFs: Track an index (SPY tracks S&P 500)
  • Sector ETFs: Focus on specific industry (XLF = financials)
  • Leveraged ETFs: 2x or 3x daily returns (TQQQ, SQQQ)
  • Inverse ETFs: Profit when index falls (SH, SPXU)
  • Commodity ETFs: Track gold, oil, etc. (GLD, USO)
  • Bond ETFs: Fixed income exposure (TLT, HYG)

ETF Advantages:

  • Instant diversification
  • Trade like stocks (options available)
  • Transparent holdings
  • Tax efficient

Key Insight: ETFs let you trade the market or sector without picking individual stocks. SPY and QQQ are among the most liquid securities in the world.

Major Indices: SPX, NDX, DJI, RUTBEG

Stock indices measure the performance of a group of stocks. They're the benchmarks traders watch to gauge market health.

The Big Four:

IndexStocksWeightingCharacter
S&P 500 (SPX)500 large-capMarket capBroad market benchmark
Nasdaq 100 (NDX)100 non-financialMarket capTech-heavy, more volatile
Dow Jones (DJI)30 blue chipsPrice-weightedOld economy, less relevant
Russell 2000 (RUT)2000 small-capMarket capSmall caps, risk appetite

What Each Tells You:

  • SPX: Overall US market health—the main benchmark
  • NDX: Tech/growth sentiment—leads in bull markets
  • DJI: Blue chip/value sentiment—30 stocks only
  • RUT: Risk appetite—small caps lead or lag at turning points

Divergences to Watch:

  • NDX leading SPX = risk-on, growth favored
  • RUT lagging = risk appetite fading, potential trouble
  • DJI outperforming = rotation to value/safety

Key Insight: Don't just watch one index. Comparing how indices move relative to each other reveals market internals and potential rotations.

Popular ETFs: SPY, QQQ, IWM, DIABEG

These ETFs track the major indices and are the most actively traded securities for index exposure:

ETFTracksAvg VolumeOptions
SPYS&P 50080M+ sharesMost liquid
QQQNasdaq 10050M+ sharesVery liquid
IWMRussell 200025M+ sharesLiquid
DIADow Jones3M+ sharesModerate

SPY vs SPX:

  • SPY: ETF, trades like stock, American-style options
  • SPX: Index, cash-settled options, European-style, favorable taxes
  • Same exposure, different mechanics

Leveraged Alternatives:

  • TQQQ/SQQQ: 3x long/short Nasdaq
  • UPRO/SPXU: 3x long/short S&P 500
  • TNA/TZA: 3x long/short Russell 2000
  • Warning: Leveraged ETFs decay over time—for day trading only

Key Insight: SPY and QQQ options are incredibly liquid with tight spreads. They're the go-to for index option traders.

Market Hours & Extended TradingBEG

US stock markets have specific hours, plus extended sessions for those who need to trade outside regular hours.

Regular Trading Hours (ET):

  • Open: 9:30 AM
  • Close: 4:00 PM
  • Monday - Friday (except holidays)

Extended Hours:

  • Pre-Market: 4:00 AM - 9:30 AM (some brokers 7:00 AM)
  • After-Hours: 4:00 PM - 8:00 PM
  • Lower volume, wider spreads
  • Limit orders only (usually)

Key Time Windows:

  • 9:30-10:30 AM: Opening range—highest volume, most volatility
  • 11:30 AM-2:00 PM: Lunch lull—choppy, lower volume
  • 2:00-4:00 PM: Afternoon session—trend continuation or reversal
  • 3:50-4:00 PM: MOC (Market on Close) imbalances—can cause spikes

Extended Hours Risks:

  • Less liquidity = worse fills
  • Wider bid-ask spreads
  • More volatile on earnings/news
  • Not all stocks trade actively

Key Insight: The opening hour (9:30-10:30) often sets the tone for the day. Most professional day traders focus here and the last hour.

Pattern Day Trader (PDT) RuleBEG

The PDT Rule is a FINRA regulation that affects how often you can day trade with a margin account under $25,000.

The Rule:

  • Applies to margin accounts under $25,000
  • A "day trade" = buying and selling same security same day
  • 4+ day trades in 5 business days = Pattern Day Trader
  • PDT accounts require $25,000 minimum equity

Consequences of PDT Violation:

  • Account restricted to closing trades only for 90 days
  • Or deposit funds to bring balance to $25,000
  • Each broker handles slightly differently

Ways Around PDT:

  • Cash account: No PDT rule, but must wait for settlement (T+1)
  • Fund to $25K: Most straightforward solution
  • Trade futures: No PDT rule applies
  • Multiple brokers: 3 day trades each (not recommended)
  • Offshore brokers: Risky, regulatory concerns

PDT Does NOT Apply To:

  • Cash accounts (but settlement restrictions apply)
  • Futures trading
  • Crypto (at crypto exchanges)

Key Insight: PDT frustrates small account traders, but it exists because most day traders lose money. Consider swing trading until you have $25K, or trade futures.

Order Types for Stock TradingBEG

Understanding order types helps you execute efficiently and protect your positions.

Basic Orders:

  • Market Order: Execute immediately at best available price. Use for liquid stocks when speed matters.
  • Limit Order: Execute only at specified price or better. Use for less liquid stocks or specific entries.
  • Stop Order: Becomes market order when stop price hit. Use for stop losses.
  • Stop-Limit: Becomes limit order when stop hit. More control but may not fill.

Time-in-Force Options:

  • Day: Expires at market close
  • GTC (Good Till Canceled): Remains until filled or canceled
  • IOC (Immediate or Cancel): Fill what you can immediately, cancel rest
  • FOK (Fill or Kill): Fill entire order or none at all

Advanced Orders:

  • Trailing Stop: Stop that follows price by fixed amount or %
  • OCO: One-Cancels-Other—set target and stop together
  • Bracket Order: Entry + target + stop all at once

Key Insight: For liquid stocks (SPY, AAPL, etc.), market orders are fine. For less liquid stocks, always use limits to avoid bad fills.

Earnings Season TradingINT

Earnings season is when publicly traded companies report quarterly results. It's the most volatile time for individual stocks.

Earnings Calendar:

  • Q1 earnings: April-May
  • Q2 earnings: July-August
  • Q3 earnings: October-November
  • Q4 earnings: January-February

What Moves Stocks on Earnings:

  • EPS (Earnings Per Share): Beat or miss vs consensus
  • Revenue: Top-line growth matters
  • Guidance: Future outlook often more important than current results
  • Qualitative factors: Conference call commentary, margin trends

Typical Earnings Behavior:

  • IV (implied volatility) rises into earnings
  • Stock gaps up or down after report
  • IV crushes post-earnings (bad for option buyers)
  • Initial move sometimes reversed

Trading Approaches:

  • Avoid: Don't hold through earnings unless intentional
  • Play volatility: Strategies that profit from IV crush
  • Trade reaction: Wait for earnings, trade the trend after

Key Insight: Earnings are gambling unless you have an edge. Most retail traders should avoid holding through earnings or trade the post-earnings trend instead.

Pre & Post Earnings StrategiesINT

Rather than gambling on earnings direction, many traders use strategies around earnings that don't require predicting the move.

Pre-Earnings Strategies:

  • IV Run-Up: Buy options 1-2 weeks before, sell before earnings (profit from IV increase)
  • Earnings Run: Stocks often drift up into earnings on anticipation
  • Straddle/Strangle: Buy both calls and puts, profit if move exceeds IV pricing

Post-Earnings Strategies:

  • Gap and Go: Trade continuation of earnings gap direction
  • Gap Fade: Trade reversal of overdone earnings reaction
  • Wait for Base: Let stock settle, trade the breakout from consolidation

Post-Earnings Drift:

  • Stocks tend to continue in earnings gap direction for days/weeks
  • Especially strong after major beats or misses
  • Research-backed anomaly

What Doesn't Work:

  • Buying straddles right before earnings (IV priced in)
  • Predicting direction consistently (50/50 at best)
  • Assuming "good" earnings = stock up

Key Insight: The best earnings trade is often the day AFTER—once direction is established and IV has crushed, the trend often continues.

Sector ETFs & RotationINT

Sector rotation is the flow of money between different sectors based on economic cycles and market conditions.

Major Sector ETFs (SPDR):

  • XLK: Technology
  • XLF: Financials
  • XLE: Energy
  • XLV: Healthcare
  • XLY: Consumer Discretionary
  • XLP: Consumer Staples
  • XLI: Industrials
  • XLU: Utilities
  • XLB: Materials
  • XLRE: Real Estate

Economic Cycle Rotation:

  • Early Recovery: Financials, Consumer Discretionary, Industrials lead
  • Mid Cycle: Technology, Industrials continue
  • Late Cycle: Energy, Materials outperform
  • Recession: Utilities, Healthcare, Consumer Staples (defensive)

Using Sector Rotation:

  • Compare relative strength of sectors
  • Overweight leading sectors, underweight lagging
  • Sector divergence from SPX signals rotation

Key Insight: Money doesn't leave the market—it rotates. When tech is selling off, look for where the money is going. Sector ETFs make rotation tradeable.

Market Cap CategoriesINT

Market capitalization (stock price × shares outstanding) determines a company's size category and affects its trading characteristics.

Market Cap Tiers:

CategoryMarket CapExamplesCharacteristics
Mega Cap$200B+AAPL, MSFT, GOOGLMost stable, liquid
Large Cap$10-200BMost S&P 500Stable, good liquidity
Mid Cap$2-10BS&P 400Growth potential, moderate risk
Small Cap$300M-2BRussell 2000Higher volatility, less coverage
Micro Cap<$300MOTC, small exchangesHigh risk, low liquidity

Trading Implications:

  • Large/Mega: Tighter spreads, less manipulation, options liquid
  • Mid: Good balance of opportunity and liquidity
  • Small: Bigger moves possible, but watch spreads and volume
  • Micro: Avoid unless you know what you're doing—manipulation rampant

Size Factor:

  • Small caps tend to outperform in early bull markets
  • Large caps outperform in uncertainty/late cycle
  • Russell 2000 vs S&P 500 ratio shows risk appetite

Key Insight: Match position size to stock liquidity. A 1000-share order in AAPL is nothing; in a micro-cap it could move the stock.

Dividend Stocks & Ex-DividendINT

Dividends are cash payments companies make to shareholders. Understanding dividend mechanics affects both stock and options trading.

Key Dividend Dates:

  • Declaration Date: Company announces dividend
  • Ex-Dividend Date: First day stock trades without dividend
  • Record Date: Who's on the books gets paid
  • Payment Date: When dividend is actually paid

Ex-Dividend Behavior:

  • Stock typically drops by dividend amount on ex-date
  • Buy before ex-date to receive dividend
  • Buy on/after ex-date = no dividend for that quarter

Options and Dividends:

  • Call options don't receive dividends
  • Deep ITM calls may be exercised early before ex-date
  • Watch for early assignment risk when short calls
  • Put pricing affected by expected dividend

Dividend Yield:

Dividend Yield = (Annual Dividend ÷ Stock Price) × 100

High Yield Caution: Very high yields often indicate dividend at risk of being cut.

Key Insight: If you're short calls on a dividend stock, know the ex-dividend date. Early assignment risk is real—especially for deep ITM calls the day before.

Short Selling & Borrow RatesINT

Short selling lets you profit from falling prices by borrowing shares, selling them, and buying back cheaper (hopefully).

How Short Selling Works:

  • Broker lends you shares (from their inventory or other clients)
  • You sell the borrowed shares
  • Later, you buy shares to return ("cover")
  • Profit = sell price - buy price - borrow cost

Borrow Rates:

  • Easy to Borrow (ETB): Low rates (0.5-2% annually)—AAPL, SPY, etc.
  • Hard to Borrow (HTB): High rates (20-100%+ annually)—heavily shorted stocks
  • Rates can change daily
  • Charged daily based on position value

Short Selling Risks:

  • Unlimited loss potential: Stock can go to infinity (theoretically)
  • Short squeeze: Forced buying drives price up sharply
  • Recall risk: Lender can recall shares, forcing you to cover
  • Dividend liability: You pay dividends on borrowed shares

Locate Requirement:

  • Must "locate" shares before shorting
  • Broker confirms shares available to borrow
  • Hard to borrow stocks may not be shortable

Key Insight: Check the borrow rate before shorting. A 50% annual borrow rate on a stock that doesn't move means you're paying to lose money.

Dark Pools & Hidden LiquidityADV

Dark pools are private exchanges where institutional investors trade large blocks without displaying orders publicly.

Why Dark Pools Exist:

  • Institutions need to trade millions of shares
  • Showing large orders in public markets = front-running
  • Dark pools allow large trades without market impact
  • Estimated 40%+ of US equity volume goes through dark pools

Types of Dark Pools:

  • Broker-dealer pools: Goldman, Morgan Stanley, etc.
  • Exchange-owned: NYSE, NASDAQ dark venues
  • Independent: IEX, Liquidnet

Dark Pool Data:

  • Trades reported after execution (not in real-time)
  • Large dark pool prints can signal institutional activity
  • Services like FlowAlgo track dark pool prints

Trading Implications:

  • Price action on public exchanges is incomplete picture
  • Large dark pool buys = institutional accumulation
  • Don't mistake low public volume for lack of interest

Key Insight: When you see a large "print" on the tape but price doesn't move, it's likely a dark pool trade. Follow the big money—they use dark pools.

Index RebalancingADV

Index rebalancing occurs when indices add, remove, or adjust stock weights. It creates predictable trading flows.

Types of Rebalancing:

  • Additions: Stock added to index—forced buying from index funds
  • Deletions: Stock removed—forced selling
  • Weight adjustments: Market cap changes affect position sizes
  • Quarterly rebalance: Regular adjustments

Major Index Changes:

  • S&P 500: Announced 1 week before, effective after close Friday
  • Russell: Annual reconstitution in June (largest rebalance)
  • NASDAQ 100: Annual rebalance in December

Trading Rebalancing:

  • Additions: Tend to rise into effective date as funds buy
  • Deletions: Tend to fall as funds sell
  • Front-run: Buy before announcement if you anticipate addition
  • Reversion: After rebalance, stocks often revert partially

Russell Reconstitution:

  • Largest annual rebalancing event
  • Billions of dollars in forced trading
  • Final Friday of June = massive volume

Key Insight: Index rebalancing is forced, price-insensitive buying/selling. It's one of the few predictable flows in markets. The Russell recon in June is the biggest event.

VWAP & Institutional ExecutionADV

VWAP (Volume Weighted Average Price) is the average price weighted by volume—the benchmark institutions use to measure execution quality.

VWAP Formula:

VWAP = Σ(Price × Volume) ÷ Σ(Volume)

Why VWAP Matters:

  • Institutions are judged on execution vs VWAP
  • Many algos target VWAP execution
  • Traders use VWAP as support/resistance
  • Price above VWAP = buyers in control (for the day)

Using VWAP in Trading:

  • Support/Resistance: Price often bounces at VWAP
  • Trend filter: Only long above VWAP, short below
  • Entry timing: Enter near VWAP for "good" fill
  • Resets daily: Fresh VWAP each session

Institutional Execution Algorithms:

  • VWAP algo: Executes to match VWAP over time period
  • TWAP: Time-Weighted Average Price—spread evenly
  • Implementation Shortfall: Minimize market impact
  • Iceberg: Only show small portion of order

Key Insight: VWAP is where institutions want to buy/sell. When price pulls back to VWAP in an uptrend, institutions often step in—making it a high-probability entry.

Stock-Bond Correlation & MacroADV

The relationship between stocks and bonds reveals important macro dynamics and risk sentiment.

Traditional Correlation:

  • Historically, stocks and bonds are negatively correlated
  • Stocks down → bonds up (flight to safety)
  • Stocks up → bonds down (risk-on)
  • This relationship is NOT always true

When Correlation Changes:

  • Inflationary periods: Both stocks and bonds can fall together
  • Fed pivot expectations: Both can rise together
  • 2022: Rare year of both stocks and bonds down significantly

Key Relationships to Watch:

  • 10-Year Yield (TNX): Rising yields = headwind for growth stocks
  • TLT (20+ Year Bonds): Bond market proxy, trades inversely to yields
  • 2s10s Spread: Yield curve—inversion signals recession
  • Credit Spreads (HYG-IEF): Widening = risk-off

Trading Implications:

  • Watch bonds for clues about stock direction
  • Bond market often leads equities
  • Rising yields pressure high-multiple growth stocks most
  • Falling yields can spark growth rallies

Key Insight: The bond market is often smarter than the stock market. When bonds and stocks disagree, pay attention to bonds—they're usually right.

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