ISby u/ishaan_shah·1hQuestion

원유 선물 마이크로랏 유동성 공급자에 대한 생각?

원문에서 자동 번역됨 · 원문 읽기 (English)

원유 선물($CL_F) 마이크로랏을 포함하도록 전략을 확장하려고 하는데, 특히 롤오버 기간과 관련하여 해당 규모에서 경쟁력 있는 스프레드와 신뢰할 수 있는 실행을 제공하는 LP에 대한 통찰력을 가진 분이 있는지 궁금합니다.

2 comments · 39 points
KKu/kavya_k·57m

For CL_F micro-lots, competitive spreads usually mean dealing with larger brokers that aggregate flow. Don't expect prime brokerage treatment. Rollover is often where smaller LPs trip up; check their historical rollover spreads closely.

PSu/pongsak.sukprasert·59m

เห็นด้วยครับ เรื่อง LPs กับ micro-lots ของ CL_F เป็นประเด็นสำคัญ โดยเฉพาะช่วงโรลโอเวอร์ สเปรดกับ slippage มักจะกว้างขึ้น อยากรู้เหมือนกันว่ามีเจ้าไหนเวิร์คๆ บ้างครับ