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Re: Perpetual Contracts/support+resistance


  • To: "Omega List" <omega-list@xxxxxxxxxx>
  • Subject: Re: Perpetual Contracts/support+resistance
  • From: "Mark Brown" <markbrown@xxxxxxxxxxxxx>
  • Date: Fri, 11 Jun 1999 08:56:04 -0400 (EDT)
  • In-reply-to: <199906101831.LAA06782@xxxxxxxxxxxxxx>

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> Maybe this is an advantage of perpetual?  The carry or interest or
whatever is approx. constant because a perpetual effectively keeps a
constant time from expiration by varying the weights of the contracts.

exactly, it also dismisses the extra volatility that is present in a fading
contract.  mb