FUTURES STOCK Future

DATE Prices Prices Division Equity Division

28-Jul-2020 3864.25 4136 0.9325827783 0.989237024635255
29-Jul-20 4143.6 4181 0.9860197271 1.00601539942252
30-Jul-20 4202.35 4156 1.0070695088 1.0094729171727
31-Jul-20 4172.85 4117 1.0079104369 1.01754819574889
3-Aug-20 4140.1 4046 1.0181366582 1.01048951048951
4-Aug-20 4066.35 4004 1.0106499317 0.990843850532047
5-Aug-20 4023.5 4041 0.9924153666 1.003227408143
6-Aug-20 4054.25 4028 1.0051444155 1.00599400599401
7-Aug-20 4033.5 4004 1.0046827907 1.00907258064516
10-Aug-20 4014.7 3968 1.0064048732 0.999748047367095
11-Aug-20 3989.15 3969 1.000100282 0.99225
12-Aug-20 3988.75 4000 0.9949364563 0.98838645910551
13-Aug-20 4009.05 4047 0.9895346111 1.00922693266833
14-Aug-20 4051.45 4010 1.009820416 0.993557978196234
17-Aug-20 4012.05 4036 0.993007945 0.968097865195491
18-Aug-20 4040.3 4169 0.968049549 0.992619047619048
19-Aug-20 4173.65 4200 0.9929696422 1.01351351351351
20-Aug-20 4203.2 4144 1.0134664304 0.989493791786055
21-Aug-20 4147.35 4188 0.9896438585 0.999522673031026
24-Aug-20 4190.75 4190 1.0008597734 1.00431447746884
25-Aug-20 4187.15 4172 1.004004364 1.02254901960784
26-Aug-20 4170.45 4080 1.0209054969 1.00815418828762
27-Aug-20 4085.05 4047 #DIV/0! #DIV/0!

No. of Contracts P1-P0 F1-F0 PROFIT standard deviation(P)

0 0.00098878506 -0.002526 0.0009887851 0.0122419289591097
0.02 0.00098878506 -0.002526 0.0010392999 0.0122419289591097
0.045 0.00098878506 -0.002526 0.0011024435 0.0122419289591097
0.05 0.00098878506 -0.002526 0.0011150722 0.0122419289591097
0.055 0.00098878506 -0.002526 0.0011277009 0.0122419289591097
 0.06 0.00098878506 -0.002526 0.0011403297 0.0122419289591097
0.07 0.00098878506 -0.002526 0.0011655871 0.0122419289591097
0.075 0.00098878506 -0.002526 0.0011782158 0.0122419289591097
0.08 0.00098878506 -0.002526 0.0011908445 0.0122419289591097
0.1 0.00098878506 -0.002526 0.0012413594 0.0122419289591097
0.15 0.00098878506 -0.002526 0.0013676466 0.0122419289591097
0.2 0.00098878506 -0.002526 0.0014939337 0.0122419289591097

Chart Title
0.0123
0.0122
0.0121
STANDARD DEVIATION

0.012
0.0119
0.0118
0.0117
0.0116
0.0115
0.0114
0 0.05 0.1 0.15 0.2 0.25
LOT SIZE
 Change Future Change Equity
Return Return
-0.069797361151519 -0.0108213151683
-0.014078917421955 0.005997379137447
0.0070446370234474 0.0094283304492134
0.0078793134654397 0.017396004042214
0.0179741509481721 0.0104348772925795
0.0105936205826552 -0.009198324643363
-0.007613543013296 0.0032222112400208
0.0051312282224547 0.0059761134033417
0.0046718605885777 0.0090316720303478
0.0063844491806596 -0.000251984378302
0.0001002770153388 -0.007780187318962
-0.005076406910419 -0.011681504773838
-0.010520536213524 0.0091846245752507
0.0097725091000644 -0.006462861172885
-0.00701661400766 -0.032422096407297
-0.032472006077602 -0.007408326390663
-0.007055187229681 0.0134230203321408
0.0133765638859747 -0.010561788051109
-0.010410139466087 -0.000477440925756
0.0008594039607951 0.0043051967955204
0.0039963679109413 0.0222985487224556
0.0206899755183735 0.0081211225223417

AVERAGE -0.002525743367675 0.0009887850596545

STANDARD
DEVIATION 0.0191993563549305 0.0122419289591097
CORRELATION 0.2963551797

MINIMUM
HEDGE
VARIANCE 0.1889625355

VARIANCE (P) standard deviation(F) VARIANCE(f) RHO(CORRELATION) variance (profit) s.D

0.000149864825 0.0191993563549305 0.0003686153 0.296355179726877 0.000149864825 0.012241929
0.000149864825 0.0191993563549305 0.0003686153 0.296355179726877 0.000147226092 0.0121336759
0.000149864825 0.0191993563549305 0.0003686153 0.296355179726877 0.000144342368 0.0120142568
0.000149864825 0.0191993563549305 0.0003686153 0.296355179726877 0.000143820915 0.0119925358
0.000149864825 0.0191993563549305 0.0003686153 0.296355179726877 0.000143317893 0.0119715451
 0.000149864825 0.0191993563549305 0.0003686153 0.296355179726877 0.000142833302 0.0119512887
0.000149864825 0.0191993563549305 0.0003686153 0.296355179726877 0.000141919413 0.0119129934
0.000149864825 0.0191993563549305 0.0003686153 0.296355179726877 0.000141490114 0.0118949617
0.000149864825 0.0191993563549305 0.0003686153 0.296355179726877 0.000141079246 0.0118776785
0.000149864825 0.0191993563549305 0.0003686153 0.296355179726877 0.000139620082 0.0118160942
0.000149864825 0.0191993563549305 0.0003686153 0.296355179726877 0.000137262325 0.0117159005
0.000149864825 0.0191993563549305 0.0003686153 0.296355179726877 0.000136747645 0.0116939148

0.2 0.25