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> If one's logic is intolerant of gaps, then what's the difference
> between 4 additional gaps caused by rollover, vs. all the other
> gaps in a trading year?
The other gaps are "real," vs. the "artificial" gaps at rollover.
The other gaps are caused by market forces instead of by an arbitrary
expiration of a futures contract. I don't think they're the same at
all.
Gary
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