Help! How to analyse commodity future contract?

[terryzz5]

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,

 

[Martinghoul]

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.

 

[terryzz5]

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.

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,

 

[Futures Hunter]

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

 

[Martinghoul]

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

 

[terryzz5]

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

many tx,

 

[terryzz5]

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

many tx, Martinghoul.