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Fred wrote:
> With regards to PositionScore= statement, see the ReadMe from the
> latest beta.
Thanks, Fred. I'll dig it out again.
> With regards to continuous contracts, maybe not MORE accurately but I
> wouldn't think less accurately either, especially if they are
> properly created.
That phrase "properly created" hides a whole lot of complexity. Somewhere
on the Net, someone wrote a really good account of the issues to be
considered in creating continuous contracts. If I can locate it again, I'll
forward a link. In any case, the simplified treatment was complicated
enough for me.
FWIW, my estimates of the errors are right in line with those I have read
from much more experienced analysts. I strongly recommend trying at least a
couple of comparisons between tests with continuous contracts and the same
techniques and periods on individual contracts. I think the results will
surprise, disappoint, and probably scare you. And if not, I'd love to hear
about it.
Owen
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