Systematic Trading research and development, with a flavour of Trend Following
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Entries Tagged as 'Futures'

Futures Contract naming convention

September 21st, 2009 · No Comments · Futures

Explains the symbology of Futures contracts and how their naming convention comes about.

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I just got myself an Unfair Advantage…

September 15th, 2009 · No Comments · Data, Futures, Software

What is this Unfair Advantage? Well, I have just purchased End Of Day historical futures data from Commodity Systems Inc. and this is how they call their Software/Database! Admittedly it is supposed to be a very good data feed that Google and Yahoo use for their respective Finance portal. They are also recommended by back-testing […]

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