Penetrate the fog of macro fluctuations in derivatives and use technology and hedging to reconstruct trading logic! This article provides in-depth science on the price transmission mechanism of three core events, namely non-agricultural employment, the Federal Reserve’s interest rate decision and geopolitics, on commodities and foreign exchange. Comprehensively dismantle the single-account cross-category CFD negative correlation asset hedging model, not disclosing the negative slippage of the execution data platform, and using millisecond-level STP straight-through matching speed and integrated financial calendar to help you realize pre-risk planning.