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Search: Posts Made By: atmaweapon
Forum: Commodities January 22nd, 2023, 10:31 AM
Replies: 7
Views: 778
Posted By atmaweapon
Thank you, I was aware about the pre-packaged...

Thank you, I was aware about the pre-packaged spread contracts, however some broker do not provide them (or I want to create other custum synthetic spreads).



I had never though about this,...
Forum: Commodities January 22nd, 2023, 10:25 AM
Replies: 7
Views: 778
Posted By atmaweapon
Thank you very much. In fact, by looking at the...

Thank you very much.
In fact, by looking at the unadjusted RB/BZ spread I could notice some appealing seasonality, but once you backajuast it, it goes away...:-( (also, the backadjusted spread has a...
Forum: Commodities January 20th, 2023, 11:25 AM
Replies: 7
Views: 778
Posted By atmaweapon
Backadjust futures contracts for spread trading backtesting

Hello, I have a doubt that I have been thinking about for a while.

I know that if I want to backtest a strategy on futures contract I have to adjust the rollover spread between contacts by...
Showing results 1 to 3 of 3

What unexpected challenges have you encountered while trading on a "Funded Trader" platform?

 


 
 


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