1. Risk analytics on positions
The market risk managed on OTC products included the position exposure risk Delta, the volatilities risk Vega, the non-liner risk such as Convexity, the risk of liqui...
The A-share market is expected to be into a mode of competition with limited inflow in Q3,2022 and the differentiate in individual stocks is intensifying.
According to some internal discussion ...
Here is a weekly performance review for stock pitched by securities firms on August since 1st Aug to 5th Aug, 2022.
There are total 174 stocks performed positive for the past week. Some of the...
中华人民共和国期货和衍生品法
Futures and Derivative Law of the People's Republic of China
【中英文对照版】
（by English-Chinese）
发布部门：全国人大常委会
发文字号：中华人民共和国主席令第111号
发布日期：2022.04.20
...
# -*- coding: utf-8 -*-
"""
Created on Sat Jun 25 21:14:00 2022
@author: fangfang666
"""
import pandas as pd
from WindPy import *
w.start()
endDate='2022-07-29'
contracts=['IF','IH','IC',...
The finance data vendor, Wind, had launched the stock pitch indexes (indexes composed of the most recommended stocks by different securities firms, updated monthly).
My code is for picking the ...
# -*- coding: utf-8 -*-
"""
Created on Sat Jul 16 13:27:31 2022
@author: fangfang666
"""
import math
import pandas as pd
import numpy as np
import matplotlib.dates as mdates
import matplo...
China’s Futures and Derivatives Law: A clear path forward
After three readings, the Standing Committee of the National People’s Congress voted on 20 April 2022 to adopt the PRC Futures and D...
On 20 April 2022, the Standing Committee of the National People's Congress, the top legislature of the People's Republic of China ("China"), adopted a new law on futures and derivatives trading, title...
Last year was remarkable for the Chinese futures and derivatives markets. It only took twelve months for the formal promulgation of the Futures and Derivatives Law since it was released for consultati...
With China's top legislature adopting a new law on futures and derivatives trading on April 20, a more regulated and open capital market will take shape in China and it will be conducive to the sustai...
The passage of China's Futures and Derivatives Law (FDL) is arguably the most significant legal development in Asian derivatives markets over the past two decades. The FDL will make China a 'clean net...