A quick analysis on crude oil future prices downloaded from TurtleTrader.com. Given that every future contract is priced and traded based on days to maturity at the point in time, there are two ways to convert them into continual time series: Nearbys or Constant Maturity price series.
- https://github.com/edgetrader/constant-maturity-future-prices/blob/master/notebook/cruel-oil-futures-curve.ipynb
- https://github.com/edgetrader/constant-maturity-future-prices/blob/master/notebook/gold-futures-curve.ipynb
