Comment on Calendar Spreads

Vipul Kaji commented on 26 Aug 2018, 03:03 PM

In the article you have mentioned and I quote “I have downloaded the continuous futures data from Zerodha Pi (Zerodha’s desktop trading application) for last 200 trading days”
As Stock Future contracts are traded for only three months, hand 200 Trading days means approx. 40 weeks, meaning 9 months & 1 week how do you get Near [current] & Next [Near] month contract rates for the calculations?
Pls if possible respond.
Thanks

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