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Need to understand the definition of 'continuous' contracts
Rank: Member
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Joined: 5/31/2007(UTC)
Posts: 15
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Can someone with more experience than myself (which I am sure is 99% of this online community!) explain how a monthly contract, such as July Soybeans, will differ from Continuous?
Within the 'continuous' construct, would July still be the front month? Or is it now September (which it appears to be)? When does the front month change from one to the next?
Why would one analyze in MetaStock the continous vs a monthly, other than to give you more history for back-testing daily (or greater) time periods?
Thanks for any responses to these questions!
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Rank: Advanced Member
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Joined: 4/5/2006(UTC)
Posts: 129
Location: Norgate Data
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See Continuous Contracts Explained for an article on continuous contracts and also the differences between a spliced continuous contract and a back adjusted continuous contract. Cheers, Richard. |
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Rank: Advanced Member
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Joined: 1/19/2005(UTC)
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Location: Koh Pha-Ngan, Earth
Was thanked: 2 time(s) in 2 post(s)
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As an application example of the difference between actual contracts and continuous data, I use PremiumData's excellent continuous contract data to generate trade signals, and the currently most liquid contract's data for the actual trade.
jose '-)
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Need to understand the definition of 'continuous' contracts
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