Systems, Strategies and Resources for Trading Futures Message Board

STOCKTALK

We've detected that you're using an ad content blocking browser plug-in or feature. Ads provide a critical source of revenue to the continued operation of Silicon Investor. We ask that you disable ad blocking while on Silicon Investor in the best interests of our community. If you are not using an ad blocker but are still receiving this message, make sure your browser's tracking protection is set to the 'standard' level.

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

Public Reply Prvt Reply Mark as Last Read File

Previous 10 Next 10 Previous Next

To: Allan Harris who wrote (809)	7/21/1998 8:40:00 AM
From: Patrick Slevin	Read Replies (1) of 44573

Allan, question from left field. How do you account for rollover in your model? Do you run off the Cash or do you back-adjust the data on the perpetual or do you just use a simple rollover; and could you say briefly why you do it in the manner you have chosen? It's always been a question in my mind how systems adjust for such a transition....

Report TOU Violation

Share This Post

Public Reply Prvt Reply Mark as Last Read File

Previous 10 Next 10 Previous Next