Search found 3 matches

by marconi8232
Wed Aug 31, 2011 8:22 am
Forum: Testing and Simulation
Topic: Question about the adjustment method of TB futures data
Replies: 5
Views: 3755

It is now clear for me. Thank you very much to all of you!
by marconi8232
Wed Aug 31, 2011 6:07 am
Forum: Testing and Simulation
Topic: Question about the adjustment method of TB futures data
Replies: 5
Views: 3755

"The roll method is detailed in the table on the download page." I see the following text: "Continuous Contract rolling on Open Interest when-reported forcing roll on 7 days prior to expiration" To be sincere I can't understand that. Can someone write the above text more clearly?...
by marconi8232
Tue Aug 30, 2011 10:45 am
Forum: Testing and Simulation
Topic: Question about the adjustment method of TB futures data
Replies: 5
Views: 3755

Question about the adjustment method of TB futures data

Hi, My question is about the free futures data provided at the TB website at http://www.tradingblox.com/tradingblox/free-historical-data.htm Could someone say to me how the back-adjusted futures data are made regarding the adjustment method (subtraction or division), the roll-day method and everythi...