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futures - How to calculate average entry price for perpetual swap contracts? - Quantitative Finance Stack Exchange
https://quant.stackexchange.com/questions/48730/how-to-calculate-average-entry-price-for-perpetual-swap-contracts
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python
futures
backtesting
swaps
market-making
I'm trying to calculate the average entry price for perpetual swap contracts for use in back-testing a trading strategy, as per Bitmex's documentation: A Perpetual Contract is a derivative product
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