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Re: Backtesting Perpetual Contracts



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I dont remember exactly it is either back adjusted or non adjusted but I
know it is not perpetual.  mb


:what continuous contract algorithm did you use in constructing all
:that 3 and 5 min futures data that you allowed us to access on your
:website in sept?
:
:TJ
:
:
:---Mark Brown <markbrown@xxxxxxxxxxxxx> wrote:
:I use the perpetual contracts myself and am surely a minority.