Does anyone know what cotton continuity, cotton index and cotton continuity are in futures software?
The main contract is uncertain, and it is selected according to the maximum position contract at a specific time, while cotton continuity refers to the linkage of all main contracts of cotton. Cotton index is not mechanically linked, but weighted average. To analyze the relationship between futures and spot, we need to use the cotton index. Full hand code, hope to help the landlord, thank you.