Speculation at international exchanges is no conservative concept at all but rather risky. Playing in the fields of futures and options with strict deadlines is even riskier. For these reasons the risk involved in these kind of transactions is high. In order to get the risk factor partially under control, most of the activities take place on a day-trading basis, i.e. no positions are held in the market over night. A loss position will be stopped out or will be liquidated before market close in most cases. A profit position will be left in the market as long as it is profitable, in many cases shortly before market-close. In case the position gets highly profitable the trader will hold under certain circumstances the position in the market overnight in order to accumulate additional profit for the next trading day. This exceptional risk is taken in an extraordinary situation and under the condition that good profits have already been made before market close so that normally not more than these profits are at risk at market opening the following day. Also, the trading is basically event-driven in order to profit from temporary market anomalies and is not an automated chart-signal trading which does not work good enough in the long run except for those who sell these software applications successfully. Here the prevailing philosophy is that the experienced trader Klaus Oldigs does all of the challenging job in undivided responsibility. The leading concept is to break the symmetry of average loss and average profit positions taking into account the costs (brokerage and exchange fees). Under this assumption it is possible to draw money out of the markets. The risk-control element results basically from the fact that no position is given into the market without a stop-loss order whereas profitable positions will be held until the trend reverses.