Welcome to NexusFi: the best trading community on the planet, with over 200,000 members Sign Up Now for Free
Genuine reviews from real traders, not fake reviews from stealth vendors
Quality education from leading professional traders
We are a friendly, helpful, and positive community
We do not tolerate rude behavior, trolling, or vendors advertising in posts
We are here to help, just let us know what you need
You'll need to register in order to view the content of the threads and start contributing to our community. It's free for basic access, or support us by becoming an Elite Member -- discounts are available after registering.
-- Big Mike, Site Administrator
(If you already have an account, login at the top of the page)
At any given point in time, there is a prompt contract month (the first tradeable month) in the futures curve. I use a continuous contract so that I can look at the prompt month activity historically. I calculate not just the prompt but also several months forward back adjusted in time. I use multiple algorithms to determine rollover and back adjusting criteria. This is just something I use in my trading to study the behavior of the term structure. For index futures, this may not be that applicable but for commodities (which is what I trade), this is something I cannot do without.
thanks for your input about the continuous contract's value/purpose. it's something i've seen very little information about, but maybe i've looked in all the wrong places
