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Creating Calendars for Future’s Expiration

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Lately I have been doing calendar analysis of various markets (future contracts). Not an overly complicated task, but has a few interesting angles and since I haven’t seen anything similar on the Net – here we go.The world of futures is not friendly – pretty much every contract has its own definition for expiration. Likewise with the options. Let’s take…
Original post: Creating Calendars for Future’s Expiration
Source: R-bloggers