There is a strict cap on the worst-case loss on any contract each contract must settle at either 0 or 100. This offers the best of both worlds multiple trading opportunities with a strict limit on market risk.The Bull Spreads are settled on the basis of an underlying market. For major FX pairs this is the relevant underlying spot rate. For non-FX products this is generally a futures market for example, crude oil Bull Spreads are settled based on NYMEX Crude Oil Futures prices. When you buy a Bull Spread you are taking a position that the underlying market will be higher when the contract expires. Conversely, when you sell a Bull Spread you are speculating that the underlying market will be lower at the time of settlement.The Nadex Bull Spreads have both a floor and a ceiling associated with them. These represent the minimum and maximum levels at which the Nadex contract can be settled, no matter how far past either level the underlying market may have moved. The floor and ceiling values for each individual contract remain constant throughout the life of that contract. Because the settlement range of a Bull Spread is rigidly defined, the maximum possible loss (or profit) is always known in advance.All Nadex Bull Spreads are defined such that a 1-point (or 1-tick) movement means a 1 profit or loss per contract. For example, if you bought 5 contracts and later sold them for a 35-point gain your profit would be 5 x 35 x 1 175. Likewise, if you bought 10 contracts which were settled at a 19-point loss, you would lose 10 x 19 x 1 190. So whenever you trade a contract, you know that a 1-point movement is worth 1 per contract to you.The definition of a point can vary between different underlying markets. For example, crude oil is priced in dollars and cents, i.e. 71.58, whereas the Wall Street 30 is quoted as a whole number, i.e. 10625. In each case, one point is a movement in the last digit, i.e. 0.01 for crude oil and 1 index point for the Wall Street 30.Nadex requires traders to fund the maximum risk of any trade before the position can be opened. This maximum risk is defined as the difference between the order level and the floor level (for buyers) or ceiling level (for sellers) - so these levels determine the funds needed to open a trade.For Bull Spreads with a wide floor/ceiling range, the underlying market will generally be trading between the floor and ceiling values. The price of the Bull Spread in this scenario is likely to be very close to, or even identical to, the price of the underlying market.In the case of Bull Spreads with a narrow floor/ceiling range the closeness of the floor and ceiling levels means that the underlying market might be trading near (or outside) these levels. This results in prices that reflect a much higher degree of optionality, differing significantly to the price of the underlying market.Futures and options trading involve risk and are not suitable for everyone. The information presented herein is for informational purposes only. The contents hereof are not an offer, or a solicitation of an offer, to buy or sell any particular financial instrument listed on NadexContents Compiling Squid Which file do I download to get Squid Do you have pre-compiled binaries available How do I compile Squid What kind of compiler do I need What else do I need to compile Squid How do I cross-compile Squid How do I apply a patch or a diff configure options Building Squid on ... BSD/OS or BSDI CentOS Debian, Ubuntu Init Script Fedora FreeBSD, NetBSD, OpenBSD Windows Compiling with Cygwin Compiling with MinGW OS/2 RedHat, RHEL Solaris Squid-3.x comerr.h: warning: ignoring pragma ident 3.1 -enable-ipf-transparent support Squid-2.x and older Other Platforms I see a lot warnings while compiling Squid. undefined reference to inetntoaContents Compiling Squid Which file do I download to get Squid Do you have pre-compiled binaries available How do I compile Squid What kind of compiler do I need What else do I need to compile Squid How do I cross-compile Squid How do I apply a patch or a diff configure options Building Squid on ... BSD/OS or BSDI CentOS Debian, Ubuntu Init Script Fedora FreeBSD, NetBSD, OpenBSD Windows Compiling with Cygwin Compiling with MinGW OS/2 RedHat, RHEL Solaris Squid-3.x comerr.h: warning: ignoring pragma ident 3.1 -enable-ipf-transparent support Squid-2.x and older Other Platforms I see a lot warnings while compiling Squid. undefined reference to inetntoaThat depends on the version of Squid you have chosen to try. The list of current versions released can be found at squid-cache.org/Versions/. Each version has a page of release bundles. Usually you want the release bundle that is listed as the most current.You must run the configure script yourself before running make. We suggest that you first invoke ./configure --help and make a note of the configure options you need in order to support the features you intend to use. Do not compile in features you do not think you will need.If you are uncertain about your systems C compiler, The GNU C compiler is widely available and supplied in almost all operating systems. It is also well tested with Squid. If your OS does not come with GCC you may download it from the GNU FTP site. In addition to gcc and g, you may also want or need to install the binutils package and a number of libraries, depending on the feature-set you want to enable.Clang is a popular alternative to gcc, especially on BSD systems. It also generally works quite fine for building Squid. Other alternatives which are or were tested in the past were Intels C compiler and Suns SunStudio. Microsoft Visual C is another target the Squid developers aim for, but at the time of this writing (April 2014) still quite a way off.Use the ./configure option --host to specify the cross-compilation tuplet for the machine which Squid will be installed on. The autotools manual has some simple documentation for this and other cross-configuration options - in particular what they mean is a very useful detail to know.Additionally, Squid is created using several custom tools which are themselves created during the build process.
