Search found 25 matches

by PaulZ
Fri Oct 14, 2005 5:59 pm
Forum: Testing and Simulation
Topic: Matching Continuous Contract Methods w/ System Requirements
Replies: 6
Views: 4418

Re: CSI Unadjusted Close

Tim,
Thanks for the addtional information - it was very useful.
by PaulZ
Fri Oct 14, 2005 5:03 pm
Forum: Testing and Simulation
Topic: Matching Continuous Contract Methods w/ System Requirements
Replies: 6
Views: 4418

Re: CSI Unadjusted Close

CSI has data available called "Unadjusted Close". I have been using this, in conjunction with the backadjusted close of a particular day, to give me both the point relative and percent relative prices. Thanks for your suggestion, Tim. Are you referring here to the "Normal" type of data where you se...
by PaulZ
Fri Oct 14, 2005 1:17 pm
Forum: Testing and Simulation
Topic: Matching Continuous Contract Methods w/ System Requirements
Replies: 6
Views: 4418

Matching Continuous Contract Methods w/ System Requirements

Others have written some nice articles on the different methods used for constructing continuous data from individual contracts and their pros and cons. I particularly recommend: Bob Fulks' paper: http://www.traders2traders.com/papers/backadjusting_futures_contracts.htm and CSI Data's website: http:...
by PaulZ
Fri Oct 14, 2005 11:13 am
Forum: Brokers
Topic: Refco
Replies: 30
Views: 23059

Re: Refco - Broker Recommendations?

I'll bet there are many ahead of me in switching from Refco. I'd appreciate pointers. I haven't looked for a new broker in many years. I looked into IB but they only handle electronically traded markets. I trade some electronic markets but also some that are pit only. I'm looking for online order en...
by PaulZ
Fri Oct 14, 2005 10:56 am
Forum: Brokers
Topic: Refco
Replies: 30
Views: 23059

Re: Refco

I'm feeling very nervous also. I'm starting to look into switching brokers. Of course, if they are really in trouble, it may be too late already.