164 karma · joined January 26, 2013
as to services, recently started moving to https://www.codeship.io/ for continuous integration testing. though I love it it doesn't 100% cut it for me though as I have some dependencies on Windows, unfortunately.
just had a quick scan through the code and it looks there's one thing missing (apologies if not as I haven't had the time yet to really run the code). if you actually want to create a tradable backtest you have to bear in mind that you are selling/buying during the roll period meaning that if you invest amount x before rolling over what you end up with after the roll is not equal to the value of your perpetual series.
to give you a simple example: if you roll over 1 day only and CLG14 settles at t1=100, t2=110 and CLH14 settles at t1=90, t2=95 your position after the roll is worth 105.56 (not 95).
makes sense?
I've cobbled SpreadGit together myself (mostly in Python) and it's live with a number of paying subscribers. Looking for a UI/UX/designer/JS guy to join the ship as a co-founder. am fully bootstrapped and want to ride this wave for as long as possible.
if you are interested, email me at bjoern@spreadgit.com. thanks!