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A comment on Using Python and Pandas to Create Continuous Futures Contracts. Parent comment

Re:Using Python and Pandas to Create Continuous Futures Cont... by jstauth on Wednesday January 29, 2014 @10:05AM (#7144201)
Thanks. The drawdown is not ready for prime time indeed, I haven't traded it for that (among other) reasons. But I like the idea a lot and the futures linked ETFs seemed like an easier place to start that the contracts themselves.
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Re:Using Python and Pandas to Create Continuous Futures Cont... by shogunmike on Wednesday January 29, 2014 @10:28AM (#7144361)
Futures linked ETFs in general are a great approach that have really helped "retail" traders get access to a previously difficult market.

Ernest Chan provides some good examples re GLD/GDX spreads, for instance.

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