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Posts filed under: Research

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...
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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...
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