All books

Professional

Apps About Coach Log in Start reading

Quantitative Finance · Glossary

What is Cross-listed futures?

Definition 13.3 Market Making and High-Frequency Trading · Chapter 13 — Index and Basket Arbitrage

Cross-listed futures are futures on the same index listed on different exchanges or in different sizes or currencies; their prices are tied by the index, and their gaps reflect differences in currency, contract terms, trading hours and liquidity.

Read in context →