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Andrey Ilinich
Created Dec 4, 2022

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Profit left a comment on Inconsistent offset in continuous futures

"Hi Alex,Thanks a lot! I played a bit with the code and learned that the discrepancy appears to be ca..."

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2 years ago

2 years ago


Profit started the discussion

Inconsistent offset in continuous futures

2 years ago

2 years ago


Profit left a comment on Continuous Futures Support

"I thought I found a way to compute the offset, but it doesn't work as expected. I'm using ForwardPan..."

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2 years ago

2 years ago


Profit left a comment on Continuous Futures Support

"Is there a property or a helper method that returns the current offset factor (the difference betwee..."

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2 years ago

2 years ago


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