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627 posts
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  • 6 minute read

The Psychology of Trading Futures During Crisis: Maintaining Discipline Under Extreme Volatility

  • byQuantStrategy.io Team
  • January 31, 2026
The environment of extreme volatility—often triggered by geopolitical events, financial shocks, or central bank surprises—presents the ultimate test…
RResearch
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  • 6 minute read

Managing Drawdowns: The Psychology of Accepting Losses and Rebuilding Confidence in Futures Trading

  • byQuantStrategy.io Team
  • January 31, 2026
Futures trading is characterized by periods of robust growth punctuated by inevitable, painful drawdowns. While risk management systems…
CCustom Strategies
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  • 6 minute read

Step-by-Step: Constructing a Synthetic Collar Using Futures and Options

  • byQuantStrategy.io Team
  • January 31, 2026
The synthetic collar strategy, utilizing the synergistic combination of futures contracts and their corresponding options, represents one of…
RResearch
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  • 6 minute read

Analyzing and Mitigating Currency Risk Exposure in Non-USD Denominated Futures

  • byQuantStrategy.io Team
  • January 31, 2026
In the high-stakes environment of futures trading, risk management often focuses intensely on price volatility—measured through metrics like…
TTechnical Indicators
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  • 6 minute read

Using Machine Learning to Predict ATR Shifts and Dynamic Stop Loss Adjustments

  • byQuantStrategy.io Team
  • January 31, 2026
The core challenge in futures risk management lies in adapting quickly to rapid changes in market temperament. Traditional…
TTrading Strategies
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  • 6 minute read

Futures Trading for Small Accounts: Strategies and Contract Selection for Capital Preservation

  • byQuantStrategy.io Team
  • January 31, 2026
Futures trading is often associated with high capital requirements and significant leverage, making it seem inaccessible or overly…
CCustom Strategies
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  • 6 minute read

Beyond the Standard: Customizing Trailing Stop Loss Logic for Futures Day Trading

  • byQuantStrategy.io Team
  • January 30, 2026
While fundamental risk tools like initial stop placement and position sizing are mandatory for survival in the futures…
TTechnical Indicators
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  • 6 minute read

Leveraging AI to Detect Spoofing and Iceberg Orders in High-Frequency Futures Trading

  • byQuantStrategy.io Team
  • January 29, 2026
High-Frequency Trading (HFT) in futures markets is a domain defined by microseconds, vast datasets, and intense competition. While…
CCustom Indicators
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  • 6 minute read

Developing Custom Filters Based on Commitment of Traders (COT) Data for Futures Strategies

  • byQuantStrategy.io Team
  • January 29, 2026
The Commitment of Traders (COT) report, published weekly by the Commodity Futures Trading Commission (CFTC), offers a critical…
TTechnical Indicators
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  • 7 minute read

Mastering Volume Profile and Market Depth for Precision Futures Entries

  • byQuantStrategy.io Team
  • January 29, 2026
The pursuit of high-probability, high-precision entries is the holy grail of futures trading. While analyzing broad market themes,…
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