rushabh/ollama-model-training-5060ti
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

Add training workflow, datasets, and runbook

Browse Source
This commit is contained in:
Rushabh Gosar
2025-12-23 21:17:22 -08:00
commit 619e87aacc
2140 changed files with 2513895 additions and 0 deletions
Download Patch File Download Diff File Expand all files Collapse all files

31
training_data/curated/text/3adf15f42b33e5c5b62125ca6f4f95b69048578b919975009d0eac78fe395323.txt Normal file
View File

@@ -0,0 +1,31 @@
476
A Complete Guide to the Futures mArket
P1 = $0.80, an 80-contract forward/81-contract nearby spread would not be affected by equal price
changes (e.g., a 10-percent price increase would cause a total 64,800-point change in both legs of the
spread). As can be seen in this example, a balanced spread will only be possible for extremely large
positions. This fact, however, does not present a problem, since the distortion is sufficiently small so
that a 1:1 contract ratio spread serves as a reasonable approximation.
Intracurrency spreads can also be combined to trade expectations regarding two foreign euro-
currency rates. In this case, the trader would implement a long nearby/short forward spread in the
currency with the expected relative rate gain, and a long forward/short nearby spread in the other
currency. For example, assume that in February the June/December euro spread implies that the
June six-month eurodollar rate will be 1 percent above the euro rate, while the June/December JY
spread implies that the June eurodollar rate will be 2 percent above the euroyen rate. In combina-
tion, these spreads imply that the June euro rate will be higher than the June euroyen rate. If a trader
expected euroyen rates to be higher than euro rates in June, the following combined spread positions
would be implied: long June JY/short December JY plus long December euro/short June euro.
T o summarize, intracurrency spreads can be used to trade interest rate differentials in the follow-
ing manner:
expectation Indicated trade
eurodollar rate will gain on given eurocurrency rate
(relative to rate ratio implied by spread).
Long forward/short nearby
spread in given currency
eurodollar rate will lose on given eurocurrency rate
(relative to rate ratio implied by spread).
Long nearby/short forward
spread in given currency
eurocurrency rate 1 will gain on eurocurrency rate 2
(relative to rate ratio implied by spreads in both markets).
Long nearby/short forward spread in market 1 and long
forward/short nearby spread in market 2