the roll over for continous contract

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

  1. 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


  3. 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?