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by chrism
Mon Nov 01, 2004 5:51 pm
Forum: Testing and Simulation
Topic: Data set up for backtesting
Replies: 9
Views: 8477

Data set up for backtesting

After checking around, I am told that the so called "industry standard" for roll dates is as listed on this web site: http://www.pinnacledata.com/clc.html#details

Does anyone have any comments on these dates?