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PureBytes Links
Trading Reference Links
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Yarroll:
>Could someone share an Excel spreadsheet to help build continuous commodity
>contracts, back-adjusted or whatever-adjusted? {Whatever method, etc.}
I used to do this. Eventually I found it easier to just buy the data
from Pinnacle; the price was worth my time to keep adjusting the
contracts and managing dozens of different rollover dates.
If you want free data, AnalyzerXL offers (or did last I checked)
continuous contracts that are ratio-adjusted. It's an Excel add-on that
automatically downloads data.
Ratio-adjusted data is best for historical testing (data never goes
negative, and log relationships between prices are preserved). You
can't trade from ratio-adjusted data though.
AnalyzerXL is available from http://analyzerxl.com - I like it.
--
,|___ Alex Matulich -- alex@xxxxxxxxxxxxxx
// +__> Director of Research and Development
// \
// __) Unicorn Research Corporation -- http://unicorn.us.com
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