AiA discretionary Trading Strategies
Discretionary Trading
Discretionary Trading is a trading strategy designed to exploit short-term price movements across asset-classes. The strategy can contain both long and short positions via equity index CFDs, Bond CFDs, commodities and FX spot.
The strategy is permitted to remain in cash during periods when trade opportunities are unattractive.
Price fluctuations that are typically above and also uncorrelated to those of the stock markets.
Options
Cotton futures have traded in New York since 1870, first on the New York Cotton Exchange, then on the New York Board of Trade and now on ICE Futures U.S. ICE Futures U.S. is the exclusive global market for Cotton No. 2 futures and options.
Options on cotton futures were introduced in 1984. Futures and options on futures are used by both the domestic and global cotton industries to price and hedge transactions.
Because cotton is at the centre of the global textiles industry, it is a preferred contract among commodity trading advisors and hedge funds.
AiA executes discretionary Trading strategies via its institutional grade trade platform.
