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R: [RT] Continuous Contracts ...



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Dear Andrew
please can you send me the continous contract of USBond? Thank you. Ciao

Antonio Orlandino
mc2375@xxxxxxxxx

----- Original Message ----- 
From: Andrew Peskin <Andrew@xxxxxxxxx>
Sent: Tuesday, November 28, 2000 9:43 PM
Subject: [RT] Continuous Contracts ...


> I have been working on a small application to build continuous contracts
> and wanted a little peer review.  I am attaching a contract for the
> Swiss franc with this message.  I have zipped (about 128 K) it as not to
> take up too much bandwidth.  I was hoping that some of you could run
> your systems on this data series and then on your own Swiss Franc data
> series and see if any discrepancies arise.  If any obvious errors are
> present in my data, please let me know.  If you are interested, I have
> zipped files for US Bonds, Gold, and Cotton as well (email me if you
> want me to send them to you directly).
> 



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