Buy and Hold / Futures

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Boot Camp Lessons

Lesson Overview


This lesson will use a buy and hold algorithm to cover many aspects of working with futures data. We'll sort and filter futures contracts by open interest, calculate our position size, place orders, and manage for margin calls.

What You'll Learn

  • Filtering requested futures contracts
  • Accessing and using contracts from a futures contract chain
  • Calculating the notional value of a contract
  • Accessing and calculating position sizes with contract margin
  • Handling margin call events in your algorithm

Lesson Requirements

We recommend a working understanding of C# or Python, and to have completed the other Buy and Hold lessons with Equities and Forex.

Lesson Content

Status
Buy and Hold / FuturesStatus
Request Futures Data
Navigating the Futures Contract Chain
Margin, Contract Multipliers, and Trading
Margin Calls

About the Author

QuantConnect Team

Selected group of pseudo-humans that can type without looking at the keyboard and use a super advanced neural network to transform coffee and orange juice into code.