Help! How to analyse commodity future contract?

Hi,

I'm very new to commodity future trading. I want to develop some strategies before start to trade commodity future contracts. But I get no idea how to use the historical commodity future contract data.

Does anyone know how to make commodity future price data to a continuous time series? Or should I just use historical commodity spot price data to develop the strategies to explore the trading signals and use the signals to trade commodity future contract?

Many Thanks,

There are several techniques to create continuous time series for futures... I think there's a classic PDF on the web somewhere that talks about the three most common methodologies. As to which to choose, spot or futures, it will depend a lot on the sort of strategies you utilize.

Martinghoul said:

There are several techniques to create continuous time series for futures... I think there's a classic PDF on the web somewhere that talks about the three most common methodologies. As to which to choose, spot or futures, it will depend a lot on the sort of strategies you utilize.

Click to expand...

Hi Martinghoul,

so many thanks, by any chance, do you still remember any keywords of that PDF so that I can google it?

Many Thanks,

there are foward & backward contract. I use the Metastock continous or use Gecko Track N Trade, bothare the same. Different software have different form of foward & backward contract Some softare dun build the same kind of continous contract like Metastock! you can try the Gecko Track N Trade Demo to see the historic price

It's attached somewhere on this very site, apparently. I have found a link:
http://www.trade2win.com/boards/att...158105-rolling-futures-contracts-cntcontr.pdf

Futures Hunter said:

there are foward & backward contract. I use the Metastock continous or use Gecko Track N Trade, bothare the same. Different software have different form of foward & backward contract Some softare dun build the same kind of continous contract like Metastock! you can try the Gecko Track N Trade Demo to see the historic price

Click to expand...

many tx,

Martinghoul said:

It's attached somewhere on this very site, apparently. I have found a link:
http://www.trade2win.com/boards/att...158105-rolling-futures-contracts-cntcontr.pdf

Click to expand...

many tx, Martinghoul.