Difference between revisions of "EMO:SFT Constraints"
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We know of many constraints that may apply as they are published in the list of Manual Constraints on the SO's web site (see the[[EMO:Constraint Overview|Constraint Overiew page]]), but since the introduction of SFT it is entirely possible that some future event may produce SFT constraints that were hitherto not observed in published market data, and this is where EMO's Auto-SFT feature can help. | We know of many constraints that may apply as they are published in the list of Manual Constraints on the SO's web site (see the[[EMO:Constraint Overview|Constraint Overiew page]]), but since the introduction of SFT it is entirely possible that some future event may produce SFT constraints that were hitherto not observed in published market data, and this is where EMO's Auto-SFT feature can help. | ||
| − | Disclaimer: | + | Disclaimer: EMO's Auto-SFT feature cannot produce all possible future constraints for you. We are limited in our ability to access data that is used by the SO in formulating SFT constraints (so we have to make approximations), and there are some forms of SFT constraint that are not readily created. You should view EMO's SFT constraints as a good approximation to most of the SFT constraints that could arise in future. |
[[EMO:SFT Overview|SFT Overview]] | [[EMO:SFT Overview|SFT Overview]] | ||
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[[EMO:How EMO models SFT constraints|How EMO models SFT constraints]] | [[EMO:How EMO models SFT constraints|How EMO models SFT constraints]] | ||
| − | [[EMO: | + | [[EMO:Viewing SFT Constraints in EMO|Viewing SFT Constraints in EMO]] |
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| + | [[EMO:SFT Calculator|SFT Calculator]] | ||
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| + | [[Main Page|Home]] | ||
Latest revision as of 09:28, 12 February 2016
In February 2014, the Auto-SFT feature was made available in EMO version 5. There are often times when a market participant knows that some future event will impact on its operations and financial outcomes, resulting in a need to study the event beforehand. But what constraints will there be in the market at that point in time? Is history a good guide?
We know of many constraints that may apply as they are published in the list of Manual Constraints on the SO's web site (see theConstraint Overiew page), but since the introduction of SFT it is entirely possible that some future event may produce SFT constraints that were hitherto not observed in published market data, and this is where EMO's Auto-SFT feature can help.
Disclaimer: EMO's Auto-SFT feature cannot produce all possible future constraints for you. We are limited in our ability to access data that is used by the SO in formulating SFT constraints (so we have to make approximations), and there are some forms of SFT constraint that are not readily created. You should view EMO's SFT constraints as a good approximation to most of the SFT constraints that could arise in future.
How EMO models SFT constraints