Discussion:
Back-Adjusted Continuous Futures?
toddk63
2009-03-09 22:04:43 UTC
Permalink
Gary,

Any plans to do this in the near future? I just recently discovered that I cannot do system testing with simple spliced contracts. I know you generate an adjustment factor in your rollover report. Would it be much effort to have XX1603 type (back-adjusted) as an option?

Todd K.



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