|
PureBytes Links
Trading Reference Links
|
Why not use tick volume as the gauge? I can't recall an instance in
stock indices (esp. russell/midcap) where there was more vol on old
contract.
Chris
--- In realtraders@xxxxxxxxxxxxxxx, "Charles Meyer" <chaze@xxxx>
wrote:
> Group-
>
> Does anyone know where I can get the exact switch dates brokers
were using back to 2001? This is for the purpose of
> accurate backtesting: quarter by quarter; adding the switch date
if one occurrred in mid signal as opposed to using
> a continuous rolled contract.
>
> I apologize if this is a 'reask' but I had a computer failure and
lost some of my e-mail correspondence from the folks who
> had previously helped me out with this issue.
>
> Thank you for your time and attention.
>
> Chas
------------------------ Yahoo! Groups Sponsor --------------------~-->
Make a clean sweep of pop-up ads. Yahoo! Companion Toolbar.
Now with Pop-Up Blocker. Get it for free!
http://us.click.yahoo.com/L5YrjA/eSIIAA/yQLSAA/zMEolB/TM
--------------------------------------------------------------------~->
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/realtraders/
<*> To unsubscribe from this group, send an email to:
realtraders-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|