FESX, FDAX, FGBL Merge policy

NexusFi · 2016-04-12T20:07:38-04:00

Coming from ES I typically did not backadjust contracts. I just left it at non-adjusted in NT/TOS and found that best. Now looking at some Eurex markets (mostly FESX and Bund) I was wondering what you guys recommend the merge policies should be? Again I left it unadjusted at the moment which caused a rather large gap in my charts on Bund as an example. Would you recommend to merge back adjusted or merge back non adjusted? Thanks.

Discussion in Emini and Emicro Index

Updated April 13, 2016

1,617 views
0 thanks given
1 followers

Search this Thread

FESX, FDAX, FGBL Merge policy

April 12th, 2016, 08:07 PM	#1 (permalink)
cencored Australia Posts: 49 since Oct 2015	Coming from ES I typically did not backadjust contracts. I just left it at non-adjusted in NT/TOS and found that best. Now looking at some Eurex markets (mostly FESX and Bund) I was wondering what you guys recommend the merge policies should be? Again I left it unadjusted at the moment which caused a rather large gap in my charts on Bund as an example. Would you recommend to merge back adjusted or merge back non adjusted? Thanks.