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As I am currently working out when I'm going to roll contracts and how
physically I'm going to do it, I'd be interested to hear how PHYSICALLY
others approach it.
If you're trading only a few markets (intra-day or daily) that's OK: doing
it manually with a spreadsheet is fine. Also if you're using CSI data or
someone like that you can do many markets EOD data again fairly
straightforwardly, but how do you do it if you're trading say 20++ markets
on an intraday sampling rate? For example, I'm working towards a diversified
(20++ markets) 60 minute sample trend following system. This falls outside
most of the standard tools and seems a DIY programming job....
Anyone know different? (Traderware will of course, I believe, solve this
part of my problem)
Regards,
Robert Hodge
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