|
PureBytes Links
Trading Reference Links
|
>Does anyone have an opinion / comments / insights on the use of Continuous
>Contracts Data for market analysis of futures? Advantages / Disadvantages?
Well, if you read Schwager's latest books and LeBeau and Lucas and many others, they say the ONLY way to go in CONTINUOUS.
Jack Schwager did an 8 page article in S+C titled
"Selecting The Best Futures Price Series For Computer Testing"
V. 10:10 (427-431)
Several sources sell continuous data.
I use Pinnacle since they followed Schwager's article to the letter and even include a photocopy of it when they ship their floppies
http://www.pinnacledata.com
hope this helps
Andy
|