I disagree, standardizing futures contracts is a very commonly use exercise for backtesting. I know of ample examples of people who trad...
@ to be, I apologize I don't completely understand the nuances of different adjustment methods. One thing I can say that I prefer the ratio method...
Thanks guys, please bear with me here. I am new to this but fairly smart so if you guys explain it me clearly I will get it. Here is my detailed...
I read this, but not sure if you see what I am trying to ask. I guess the question is how do I back adjust the contract F3? I think I need a F4 to...
Not sure how you mean, I am trading futures, there is no liquid spot. For instance imagine commodity markets?
Sure, I guess my problem is the fact that at any given point in time I just have 3 contracts. Maybe I am reading the posts out there wrong. But...
Hi I did go through the previous posts on this topic but still confused. I am basically researching on some ideas and need continuous time futures...
Hi, this may be a classical or a rather simple problem. I am looking to build a pairs trade using futures contracts that have monthly expiries. An...
I need 1 minute historical data for NSE futures going back say 6 months. I am not even sure if I can do this with Interactive Brokers and...
Thanks a lot guys. @ Steve, I posted in the user group, got no response. @Pippi, I would be grateful if you could exactly tell me how to do...
I am a new user to Tradelink and would really really appreciate if someone can help me. I did the follows...
Separate names with a comma.