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Basic Question on Factor and TickSize
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Author:  zbxxxx [ Mon Jul 15, 2019 1:51 pm ]
Post subject:  Basic Question on Factor and TickSize

Hi Gents,

Can you explain the relationship between Derivative Factor , TickSize and P&L (Portfolio Value) - for Futures.
I've assume TickSize is literally that, minimum move for instrument , but Derivative Factor is not the Value of 1 tick.

Thanks

Author:  zbxxxx [ Mon Jul 15, 2019 8:57 pm ]
Post subject:  Re: Basic Question on Factor and TickSize

Value / TickSize

Author:  zbxxxx [ Thu Jul 18, 2019 9:18 am ]
Post subject:  Re: Basic Question on Factor and TickSize

Ok .. may seem obvious figured it out

Tick value = tick size * multiplier

Just in case anyone else is as slow as I am :D

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