|
PureBytes Links
Trading Reference Links
|
Alex, it's probably true that CSI is the only source of this because who else would want to use it? While I'm a big fan of CSI, I see zero use for the perpetual contract. I back tested gold one time with it and it always stayed long. That's because gold was/is a carrying charge mkt and as you move forward in time more weight is given to the forward contract and less to the spot month. This of course gives the price series an upward bogus bias.
Robin
|