Continuous vs Cash Adjusted Contracts

Discussion in 'Index Futures' started by insight, Nov 7, 2005.

  1. insight

    insight

    Whats the difference between these two contracts?

    1) SPI 200 Index Cont Liq
    2) SPI 200 Index CAdj Liq

    I think the CAdj is just the SPI contract + the premium from the look of the numbers.

    I'm just trying to get my head around the ramifications for back testing, what advice is there for backtesting with these two contracts? Should one be preferred over another?

    Thanks,
    Andrew.
     
    #1     Nov 7, 2005
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