Forum: Commodities
December 29th, 2013, 01:42 PM
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Replies: 5
Views: 4,376
Correct. The backadjusted contract should show...
Correct. The backadjusted contract should show prices as high as 190 for CL in 2008. This is due to the Cushing contango, which made it much more expensive for long-only funds to roll WTI futures...
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Forum: Commodities
December 28th, 2013, 07:07 AM
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Replies: 5
Views: 4,376
Please check whether your data is
- a...
Please check whether your data is
- a continuous (perpetual) crude oil futures contract
- a backadjusted crude oil futures contract
With a backadjusted contract, the signals should not change...
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