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Strategies & Market Trends : Systems, Strategies and Resources for Trading Futures

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To: Tom Trader who wrote (1998)8/18/1998 12:11:00 PM
From: Patrick Slevin   of 44573
 
EPC<Never really looked at the roll-over effect >

I think expiration throws the entire thing out of whack but that's just my opinion.

I have a Reuters link where I can download years of data but I don't know if EPC is on it. Perhaps the CBOE site has a clue.

I never could make heads or tails out of the damn thing...perhaps because I really developed as a day-trader. Position trades I keep on for decades for the most part. A couple of years is usually the lifetime of the "short-term" ones. So maybe EPC will never work for me.
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