期貨連續月份換月價差 - 財經

By Caroline
at 2005-06-11T12:20
at 2005-06-11T12:20
Table of Contents
請教各位大大
當在作 Backtesting 時
連續月份的換月價差有作考慮嗎??
請問一下有哪些調整方式呢??
不考慮換月價差是否會造成嚴重失真?
謝謝
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By Mia
at 2005-06-12T23:40
at 2005-06-12T23:40

By Xanthe
at 2005-06-15T20:12
at 2005-06-15T20:12
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