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Search: Posts Made By: Fat Tails
Forum: Commodities February 26th, 2013, 04:13 AM
Replies: 6
Views: 2,458
Posted By Fat Tails
nomadx: When I said "continuous", I was thinking...

nomadx: When I said "continuous", I was thinking of a perpetual. This approach adds a fraction x of the price of the current front month contract and a fraction (1-x) of the price of the next...
Forum: Commodities February 25th, 2013, 04:21 PM
Replies: 6
Views: 2,458
Posted By Fat Tails
nomadx: That is a good question. It really...

nomadx: That is a good question. It really depends what you look for. For futures there is no way of having a chart that fits all the needs.


Absolute levels: Use merged, non-adjusted contracts...
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