(let me quickly shift all asset baskets and prices into their respective time and environment baskets so that I can hide my incompetence with nobody ever the wiser!)
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Thanks. Twitter will use this to make your timeline better. UndoUndo
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Right, these were all contangoed to hell at the time. Haven't checked what impact from rolling would be but gut instinct says ... a lot?
End of conversation
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How about annualized quarterly GDP numbers?
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