Recent content by m.hammad

I am using Bloomberg terminal for historical data using Excel. So if I query Excel sheet for EDH1 Comdty and E1 Comdty, they should bring same prices. Before 13th Dec, we have trades for EDH1. So when I download historical data for EDH1 and E1 from 11th Nov to 3rd Feb, prices match back up to...

Hi, I am using specific contracts in my trading system instead of generic ones. What is the mathematical formula to adjust the prices of expired contracts? For example, I am using EDH1 which is ED1 currently. The prices of both do not match before 13th Dec 2010. Is there any mathematical...