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On Mon, 5 Jan 1998, Luca Mazzanti wrote:
> I'd like someone could explain me how can I link the historical prices of
> the expiring future contract to the following contract, in order to have a
> base to perform some tchnical anlisys.
> I know there are many ways, just the most simple would be ok.
>
I generally like to switch when the far contract's volume exceed the near
contract's. This tend to happen in the last few days of the near
contract, but sometimes, it happens slightly sooner...
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