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At 11:59 AM 5/24/01 -0700, you wrote:
>For back adjusted contracts the choices are: Roll Trigger on the open
>interest, volume, open interest AND volume, open interest OR volume, date (x
>days from: start of month or the end of month, x months prior), or strictly
>by days before expiration. Also, there are options for representative prices
>and accumulation methods.
>
>All that for only one tab option of 5 tabs. (The others being Individual
>Futures Group, Nth Nearest, perpetual data, and Gann.
Bob Fulks has written a nice paper about this subject.
You can get it from http://www.tradingrecipes.com/resources.html
it's called "Back-Adjusting futures contracts" (at the end). I
saw it in the TradeLab Website too, but in the URL above it's in
PDF format (easier to save, read, print).
Regards, M
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