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The Blog of Adam H Grimes

I teach people to make money in financial markets.

Roll em! How to calculate futures rolls (and why you care)

  • Post author:AdamHGrimes
  • Post published:02/10/2017
  • Post category:Market Math/Quantitative analysis

This post will be a bit more technical than most, but it’s an important subject to understand. Today, let’s talk about rolling and back-adjusting futures prices: why we did it.…

Continue ReadingRoll em! How to calculate futures rolls (and why you care)

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