A new research project looks at the relative prices of a variety of forex options, looking at how well a portfolio is performing compared to others in a particular market.

For example, one option may outperform its benchmark on one of the world’s major financial markets but lose out on the equivalent of $1,000 to $2,000 on other markets.

The researchers tested three types of foreX options: gold and silver, US Treasury bonds and equities, and gold-backed currencies. 

The study was published in the Journal of Futures Markets.

In their research, the researchers looked at how the prices of three different types of financial instruments performed relative to other types.

For instance, gold and sterling futures were the best options on the market, but they were also the worst for other options.

Silver options, which have a higher rate of return than gold, were the cheapest, and equity options were the most expensive.

The researchers then looked at the performance of the three different options over the last 20 years, comparing them to other financial instruments on the New York Stock Exchange.

They found that the best option for a stock or other asset to outperform the benchmark, was gold futures.

The cheapest option for an asset to underperform the chart, was the same as the best for gold futures, but silver futures.

However, when the price of silver futures fell, the best way to outperfere was to buy equities.

The worst option for equities to outperplay the chart was gold, which was the best choice for silver futures, when silver prices fell.

In other words, buying gold futures and equating it with silver is the right move when the market is underperforming its benchmark.

“When the price falls, the option loses value, whereas when the prices rise, the investor has a chance to make a bigger profit,” said senior author Mark Gillett, from the Australian National University’s School of Economics.

“So the way you want to choose an option is to pick the best, which is the silver-backed option, which has a lower rate of loss than gold futures.”

The researchers tested the performance between two different scenarios, one with no market events and another with an event.

The first scenario, which lasted for just one year, was similar to the one the researchers used in their study.

The participants were all trading at the same time, so they could compare the prices over the same timeframe.

In the first scenario they only had to wait for a single event to decide which asset they wanted to buy.

In the second scenario, they had to do the same thing, but this time they had two events on their calendar and needed to pick an asset in a single day.

The first option, silver futures for gold, was not as good as the second option, equities for silver, when gold prices were on an upswing.

In this scenario, the investors were looking for a high rate of returns, so it was difficult to predict which one of these options would perform better than the other.

The result was that the two options outperformed each other by a large margin, and silver futures ended up outperforming gold futures by more than 25%.