Futures algo trading desks are closely monitoring crude oil futures after recent OPEC statements. Algorithms show a 0.62 correlation with USD index moves, suggesting potential short signals if dollar strength persists beyond current resistance levels. Algos developed by retail investors will also need to be registered if they cross the specified order per second threshold, the SEBI said. E-mini futures are electronically traded futures contracts that represent a fraction of the value of standard futures. They track major stock indexes like the S&P 500, Nasdaq 100, Dow Jones and Russell 2000 and are widely used by traders for hedging or short-term speculation. Futures algo trading strategies in 10-year Treasury note futures are adjusting to bid yield shifts after economic surprise index readings. Statistical arbitrage models favor mean-reversion setups with defined risk levels.
