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GI => GO (II) Creating Good Price Series

by IanRayner | Jul 6, 2010 | 0 comments

Creating good data series for back-testing is critical for effective trading system design. In this post, I discuss the advantages of ratio-based continuous contracts.

Ian Rayner

Ian Rayner, Hedge Fund Consultant.

Hedge fund advisor: Make smarter allocations. Build better portfolios.

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