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At 02:27 PM 7/10/2005, mike ball wrote:
>thanks so much for reposting this.
>I'm re-reading Thomas Stridsman's
>book and this post by Bob cuts straight
>through to the core of what is needed to know.
I notice that the text of the document was truncated.
The complete paper is available on several web sites including:
http://www.tradingrecipes.com/files/cntcontr.pdf
http://www.traders2traders.com/papers/backadjusting_futures_contracts.htm
http://www.traderclub.com/discus/messages/18/234.html?SundayJune2020040636am
http://www.ellokn.com/news/?CurrMonth=08&ID=6&Mode=Daily
Bob Fulks
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