PureBytes Links
Trading Reference Links
|
HI
A while back I was trying to find a program that seamlessly constructed
a continuous contract from FS variable data. FS have a program (which I
haven't used) that does it for daily data - Perpetual Roll Adjuster, but
said they might consider coding one for variable data if there was
demand. Give Scott Bayliss an email he is due back on August 19.
sbayliss@xxxxxxxxxxxxxxxxxxx
I personally prefer back-adjusted cont conts, so maybe that would be
easier for them to code that than a Perpetual.
Later
Peter
|