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Hi to the list,
following the question in the "Letter to Editor" section of the latest
issue of TASC magazine, I would be very happy to better understand the
correct way to roll the expiring future contract with the next coming one
in order to get a final continuous historical data series usefull for
back trading system testing as well to evaluate support/resistance area.
In particular, does anybody advise me in which are the best way to roll
italian bond, german bond as well as the eurolira, euromark futures
contract ?
Thanks a lot in advance for any advise.
Marco Guglielmo (Turin,Italy)
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