In this PRESENTATION – How To Ratio Adjust Futures Data? – we learn the steps necessary for rolling futures contracts using the RATIO ADJUST mechanism. NOTE: You can follow the video presentation and also download the original whitepaper below. I...
Where Has the Open Gone A few years ago I wrote a technical article for CTA Intelligence Magazine entitled – Where Has The Open Gone? Sounds crazy, but since the introduction of 24hr markets, has the significance of the open...