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I recently got the Unfair Advantage/CME CD for back testing daily SP
contract data. There are several set up options to make a
continuous/perpetual contract.
ie;, perpetual, nth nearest, adjusted, or Gann? Then you can roll by open
interest, volume, both open interest and volume. There are also options for
adjusting forward, detrend, and delta.
I called Unfair Advantage, and they really don't have an opinion.
Please help.....
Thanks,
Don
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