Home > Articles > Volume 39 (2021) > Chapter 6 (June 2021) > Stocks & Commodities V. 39:06 (31, 38): Algo Q&A by Kevin J. Davey

Stocks & Commodities V. 39:06 (31, 38): Algo Q&A by Kevin J. Davey

Stocks & Commodities V. 39:06 (31, 38): Algo Q&A by Kevin J. Davey
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Algo Q&A by Kevin J. Davey

FUTURES CONTRACT ROLLOVER AND PRICE HISTORIES

Help! I am trading crude oil futures, and there was a contract rollover yesterday. Today, my historical trades look different, and my current long is now a short! What happened?

One of the unique aspects of futures contracts is their limited lifespan. Typically, futures contracts are only active for a year or two before they expire ...




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