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Posts Made By:
kevinkdog
Forum:
Commodities
January 20th, 2023, 11:48 AM
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7
Backadjust futures contracts for spread trading backtesting
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Posted By
kevinkdog
Typical backadjusted continuous futures contracts...
Typical backadjusted continuous futures contracts work well with price DIFFERENCES, but will give incorrect results for RATIO calculations (incorrect in that the ratio for a date late year will...
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January 20th, 2023, 11:48 AM
