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Quantopian Lecture Series: Futures Trading Considerations

When handling financial instruments, especially instruments that have as many different flavors as futures contracts, many things need to be taken into account. Differences between futures contracts on different underlyings and maturities can aggregate up to cause issues when testing trading algorithms. Separately, the difficulty of getting a meaningful account of futures prices across time can harm statistical analysis of futures price series. Here we cover some concerns when handling futures as well as some aspects of how the Quantopian platform takes care of problems with continuous prices.

All of our lectures can be found here:
quantopian.com/lectures

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