Basis - futures io
futures io futures trading


The weighted average entry price of a trade made up of multiple contracts entered at different prices. As used on this forum it excludes the costs of trading (commissions, exchange and clearing fees etc).

E.g a trader enters 1 contract at $30, another 2 contracts at $31 and 3 contracts at $34, his basis or average cost or average entry price or cost basis is $32.33.

average, fees, trading

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