[R-SIG-Finance] Constant maturity Futures

Ilya Kipnis ilya.kipnis at gmail.com
Thu Aug 13 22:02:35 CEST 2015

Highly doubt it, simply due to lack of good free futures data. Is this for
volatility trading?
On Aug 13, 2015 3:54 PM, "Samuel Wilson" <samuelcoltwilson at gmail.com> wrote:

> Before I write the code, I was wondering if anyone had already created a
> function or code for calculating constant maturity for a futures contract
> in R.
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