the roll over for continous contract

Discussion in 'Strategy Development' started by seesound, Jun 3, 2005.

  1. seesound

    seesound

    Hi everyone. I would like to know what is the conventional rollover date for creating the continous contract? (the expiration date? or some day before)

    Also, I would like to know whether there are some articles elaborating on that topic for strategy testing. Thanks.
     
  2. JayS

    JayS

  3. seesound

    seesound

    Thanks JayS.
    I am wondering whether there is a "convetion" for roll over method throughout various data vendors and which software can let the user doing so customizing.

    In addition, do you think whether it does matter using the "inappropriate" roll over method?