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If the interest rate is constant, then the forward price and the futures price are equal?

Say for example A>B. Then you would sell strategy A versus buying strategy B, collecting A-B initially. At the end you will have S-S, which is zero. So you have a risk free profit.
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Alternatives to Zipline backtester / Alternatives to futures data from Quandl

Andreas Clenow himself suggests Zipline-Reloaded Documentation can be found here. It is maintained by Stefan Jansen (thank you Stefan), the author of Machine Learning for Algorithmic Trading
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Convexity adjustment for futures/FRA under T+D measure

I think this can't hold unless interest $B_{T+D}$ is deterministic. Here's why: You're imlpying that $$E^Q[L(T,T,T+D)] = B_{T+D}*P(0,T+D)*E^{Q^{T+D}}[L(T,T,T+D)]$$ Because all the terms in the ...
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