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    Fully automated futures trading

    Thanks - assuming you used a fixed spread of 26.161 basis points?
  2. A

    Fully automated futures trading

    Hi Rob I had a question around the SOFR data provided with pysystemtrade. It dates back to 1984, but SOFR futures only started trading in 2018. Is this random data or did you use FedFunds Futures data prior to 2018 to create the SOFR adjusted prices? Thanks
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