The risks are the same. Futures can be short, as long as you look at the direction, you will actually make money. It's not that shorting makes more money than doing it. How much to make money (interval) depends only on the fluctuation range and the leverage ratio of positions.

Extended data:

Short selling refers to selling standard contracts at prices that are expected to fall in the future, and buying them after the market falls to make a profit.

Futures implement a margin mechanism, trading the standard contract of the commodity rather than the commodity itself. Therefore, only a certain margin is needed in futures, and goods can be bought and sold directly as needed. Short selling is the operation of selling commodity contracts directly when the expected commodity prices fall. Because we are selling commodity contracts for delivery at a specific time in the future, we only need to fulfill the contracts before the expiration date, and there is no need to have corresponding contracts when selling. Means of performance are divided into hedging and delivery. Hedging refers to buying equal contracts to close positions, and delivery refers to taking out qualified physical objects.

Simply put, futures trading involves three things: a contract, buying (contract or actual commodity) and selling (contract or actual commodity). If you are the buyer in the contract, selling (contract or actual goods) will complete a profit and loss transaction after the contract is performed, while if you are the seller in the contract, you must buy (contract or actual goods) or sell what you own before or during the contract performance, and you will also complete a profit and loss transaction. The deposit (usually 00% of the transaction amount of 65438+) is used to ensure that the buyer must buy at the contract price and the seller must sell at the contract price during the contract period.

To put it bluntly, shorting futures is to be a seller in the contract and want to complete the trading behavior of selling high and buying low.

Empty speculation in the futures market is generally that the seller sees that the price of futures products will fall and sells them at a high price in the contract. If the price falls, he can sell at a high price and buy at a low price to make a profit.

In the futures market, the speculative manipulation of the empty side is generally based on the principle that all forces are mobilized to push up the price of a futures product, resulting in a false situation that the futures product is about to rise, and then high-priced contracts are signed with many parties to attract the king into the urn, and the empty side begins to smash the market, and the futures price plummets, thus making profits.