Some brokers that autotrade the "Aberration" system, do the following Use CSI's "Roll On Open Interest" feature to build continuous contracts
Trade the month (and year) contract that CSI has selected
Wait for CSI to roll over
For illustration purposes, assume CSI rolls over into November06 ...
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- Thu May 25, 2006 2:50 pm
- Forum: Futures Markets
- Topic: Rolling on Open Interest
- Replies: 3
- Views: 4576