The Drummond Geometry Forum

I have another question... I'm may not have thought through this all the way, but I'll ask anyway as long as I'm here. This is regarding continuous contracts. How can I do point and line charting that depends on geometric relationships on a continuous contract chart when I have the drift associated with compensating for the rolls?

E.B.

As to the continuous contracts... Yes these can make some difference when dealing with the very long time periods such as yearly etc. But note also that there are various ways to construct the long-term contracts; you do not need to accept the TS default of @us for example; you can create custom symbols that can provide a less drift-able history, and in some cases such as YM we use the $indu index as a proxy instead for very long terms contracts, as there is not enough back data otherwise.