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Hi
I am presently using point-based back-adjusted data for testing, like most
of us do. It certainly doesn't give the
same figures as the real contract data with rollovers. How difficult it is
to develop a system
which accounts for rollovers? Can it be done in the TS, or any other
platform we know of? Is excel capable of that?
I am looking for starters here and any info will be gratefully accepted.
Of course, the important question remains as to whether this method is
superior to the backadjusted method or not.
The elegant article by Bob Fulks gives a lot of answers & asks a lot of
questions. I do feel only this method can
simulate the real life scenario & this may be its only & of course vital
merit.
Comments?
Regards
HT
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