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Date/Time: Tue, 14 May 2024 13:33:23 +0000

Post From: Problem with volume-based rollover

[2016-12-03 04:03:24] Link To Thread - Link To Post [Go To First Post]
skelcap - Posts: 139
Thanks I understand it is tricky and there is no one-size-fits-all solution. In many markets the shift in volume from one contract to the next seems well-defined, but in some markets like agriculture I have found there can multiple shifts which necessitates the use of some sort of date-based rule as well.