Predicting the price of a futures contract formula

Discussion in 'Index Futures' started by caranjo, Mar 25, 2007.

  1. caranjo

    caranjo

    Hey all,

    I am a computer science university student and for my project I need a pricing formula to price a commodity futures contract.

    I already have the cost-of-carry pricing model and a technical model (which predicts a price based on previous prices linearly).

    I have only studied futures for two weeks so I am a newbie.

    I was wondering if anybody could tell me any more formulas that I could use to predict the end price.

    Any help would be greately appreciated!

    Thank you in advance,

    Carlos

    PS Please excuse me if this is posted in the wrong forum