Do some more research on back-adjusting, you will find it interesting.
Yes, negatives and different prices occur because of back-adjusting. Commodities with a larger spread between the delivery months have a higher chance of going negative using back-adjusting.
CSI has a lot of information on this ...
Search found 4 matches
- Mon Jan 12, 2004 3:44 pm
- Forum: Testing and Simulation
- Topic: Drawing Conclusions from Tests with Too Little Data
- Replies: 14
- Views: 14205
- Wed Apr 23, 2003 6:32 pm
- Forum: Testing and Simulation
- Topic: Confirming Robustness
- Replies: 10
- Views: 12791
- Thu Apr 17, 2003 12:17 am
- Forum: Money Management
- Topic: What's the best way to learn about Money Management
- Replies: 9
- Views: 18507
- Wed Apr 16, 2003 10:59 pm
- Forum: Market Psychology
- Topic: How does market psychology affect trading?
- Replies: 3
- Views: 23526
How does market psychology affect trading?
Hi, I keep hearing about market psychology.
What's the difference between trading psychology and market psychology?
Is market psychology important only when you are not trading a mechanical system? Doesn't a system take the psychology part out of it? Isn't it all based on prices not psychology ...
What's the difference between trading psychology and market psychology?
Is market psychology important only when you are not trading a mechanical system? Doesn't a system take the psychology part out of it? Isn't it all based on prices not psychology ...