Examples of how to back adjust prices for futures

Options & Futures
1

Will there be any examples of how to backadjust futures prices in Python? many thanks



In the video it was mentioned that while spot prices can cointegrate, future prices may not. But are there good examples of future prices co-integrating? can you provide some examples here



many thanks

2

Will there be any examples of how to backadjust futures prices in Python? many thanks



Please refer to this links:

https://www.quantstart.com/articles/Continuous-Futures-Contracts-for-Backtesting-Purposes/  



In the video it was mentioned that while spot prices can cointegrate, future prices may not. But are there good examples of future prices co-integrating? can you provide some examples here



Try the test for stationarity of "Crack Spread".



Hope this helps!