Tim,
Thanks for the addtional information - it was very useful.
Search found 25 matches
- Fri Oct 14, 2005 5:59 pm
- Forum: Testing and Simulation
- Topic: Matching Continuous Contract Methods w/ System Requirements
- Replies: 6
- Views: 6175
- Fri Oct 14, 2005 5:03 pm
- Forum: Testing and Simulation
- Topic: Matching Continuous Contract Methods w/ System Requirements
- Replies: 6
- Views: 6175
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 ...
- Fri Oct 14, 2005 1:17 pm
- Forum: Testing and Simulation
- Topic: Matching Continuous Contract Methods w/ System Requirements
- Replies: 6
- Views: 6175
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:...
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...
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.