Futures & Commodities Trading Math

What you'll build

What you will be able to do

Each lab ends with a concrete result that you build yourself and the checker confirms, cell by cell.

• Turn six contract specs into contract value and tick value, then convert today's price moves into ticks and dollars per contract.
• Calculate the profit or loss of seven closed trades, long and short, per contract, per position and after fees.
• Run a long crude oil position through eight trading days of daily settlement and find every margin call.
• Measure the leverage of six contracts and size each trade so that a stop-loss costs at most 1.5% of the account.
• Track the basis of local cash corn against the futures for nine weeks, flag when it strengthens or weakens and chart how cash and futures converge.
• Read a crude oil futures curve, label each step as contango or backwardation, annualise the roll yield and value it for a rolled position.
• Hedge 75% of a farm's corn harvest with short futures and compare hedged and unhedged revenue and price per bushel across six harvest prices.
• Price six calendar spreads at entry and exit, calculate their P&L and return on margin, and find the best one with INDEX/MATCH.