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>Does anyone know of any articles or books that explain how to build >continuous futures contracts?
If you understand the italian language, I've developed a complete essay on rollover matter. A worksheet is included. Part of the work is based on what said by Schwager on his Schwager on Futures. Sorry, too much effort to translate it into english...
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% Gaetano Arnaldo Evangelista - BARI (Italy) E-mail: ageitaly@xxxxxx URL: http://www.geocities.com/wallstreet/8492 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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