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In a message dated 11/16/98 1:34:35 AM Eastern Standard Time, simmons@xxxx
tech.com.au writes:
> I note Comex Gold does not really trade all monthly contracts and in the
> months that are traded strongly the volume dries up about a month before the
> contract expires.
>
> Which months are used to build a continious contract ?.
> Also which is the best cash contract to follow?.
>
With CSI's Unfair Advantage you have several ways to build a continuous
contract.
When rolling from one contract to the next you can specify how that is done.
Some of the choices include:
- when heaviest open interest shifts
- when heaviest volume shifts
- when both open interest and volume shifts
- when either open interest or volume shifts
- a specific day of the month
- a day relative to month end
Tim Stevenson
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