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Added backadjustment parameter to session.js, this will allow to defne if futures contracts should be backadjusted in terms of roll yield or not. I find it very useful, as it reflects real returns in that case. If you find it useful too, please do accept, if not thank you for this great repo anyway! All best Sveto

Svetozar Korytiak and others added 2 commits June 29, 2024 14:50
…ne if futures contracts should be backadjusted in terms of roll yield or not
@Mathieu2301 Mathieu2301 merged commit d9fb5de into Mathieu2301:main Sep 22, 2024
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2 participants