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Hello people,
with the last roll-over in commodities ( from the
july contract to the next available ) I have just discovered that the
futures contracts downloaded from HistoryBank are not back - adjusted. In other
words, when a new contract is added to the historical series, the old data are
not multiplied by the conversion factor. Therefore, they are almost completely
unuseful for back-testing.
I am referring to all the symbols described in the
Global Serves as
" back-adjusted continous ". In reality the
contracts ( at least this month ) have only been merged but not adjusted to
compensate for the price diffence between them. I hope the data included in the
CD has been put together in a more precise way. I am also worried about all the
errors in the data downloaded.
Maurizio
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