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by tford82
Sat Jul 16, 2005 8:51 pm
Forum: Testing and Simulation
Topic: Books or Articles on Data Handling
Replies: 0
Views: 2058

Books or Articles on Data Handling

Is anyone aware of any good articles or books addressing monthly data in mechanical futures systems? More specifically, articles or books discussing how to handle indicators that span contract months, which months to trade, roll-over criteria, etc.? I am not so much concerned about constructing cont...