|
PureBytes Links
Trading Reference Links
|
Funny how same things come up again & again. I think if we can setup a
small webpage somewhere with a OmegaList FAQ, it would be *very* useful.
To begin with, we can have downloadable versions of
1) Bob Fulk's CC writeup (this for you drwar)
http://www.tradingrecipes.com/files/cntcontr.pdf
2) ts2ki repair manual by Jimmy
etc. etc.
Abhijit
PS : Maybe on seedwiki.com? Can one of the List Owners set it up (and
retain admin rights)? And then inform the list of the wiki's existence
and some sort of periodic update / reminder.
drwar wrote:
Could one of the experts comment on which of these two methods is preferred to produce a continuous contract.
1) Forward Adjusted
2) Back Adjusted
It seems to me that if the names are acutally what they do that Back Adjusted would be preffered such that you are modifying History to match up with latest data.
Please comment. The Intraday Tick Data I am downloading comes with a program which only allows these two techniques.
Thanks
Jerry
|