[amibroker] Backtesting SP500 using yahoo data or panama style continuous contract

[eric paradis <thechemistrybetweenus@xxxxxxxxx>]

I tried using ^GSPC , the yahoo ticker for the SP500
to backtest a futures strategy. It works, but there is
a fundamental difference between the return of the
strategy when I use the GSPC ticker and when I use a
Panama style continuous futures data. The difference
in annual return is 19% for the panama vs 30% return
for the yahoo ticker. Anyone have any insights into
why this could be the case? 

Thanks, 

Eric 


		
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