https://ohlcv.io/tags/roll/Quant trading research and writingHugoen-auFri, 30 Oct 2026 01:03:13 +1100https://ohlcv.io/posts/rolling-your-own-futures-contracts/Sat, 17 Oct 2026 00:00:00 +1100https://ohlcv.io/posts/rolling-your-own-futures-contracts/A continuous futures series is a chain of expiring contracts joined by somebody's rules. Here's what those rules are, what goes wrong when you take them on trust, and how to build and check a series of your own.