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PureBytes Links
Trading Reference Links
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If you want to know the way to calculate rolls (for the S&P anyway) and how
to manage the contracts from within Tradestation, check out the following
resource on the Traders2Traders site:
http://traders2traders.com/papers/when_to_rollover_to_the_next_month.htm
Patrick White
----- Original Message -----
From: "Barrington Bear" <schindlertrading@xxxxxxxxxxx>
To: <omega-list@xxxxxxxxxx>
Sent: Friday, December 07, 2001 12:40 PM
Subject: rolldates
Is there a way to tell when the roll dates are? Are they posted anywhere?
Is there a rule of thumb?
I would like to roll my positions when everyone else is rolling theirs and
there is the greatest amount of liquidity in both contracts so I get as
little slippage as possible.
Aaron Schindler
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