关于计算期货处于contango或者backwardation

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roll-returns of each commodity futures are calculated by relating the futures price on the nearest contract to
the futures price on the most distant contract as follows: Rt = PNearest,t/PDistant,t -1.


A positive roll-return Rt indicates that the market is backwardated, as the time t futures
price on the nearest contract then exceeds the time t futures price on the most distant
contract. Conversely, a negative roll-return suggests that the market is in contango.

问题是，比如说我有某期货所有各月合同的价格，如何快速有效地计算和判断它处于contango或者backwardation呢？

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关键词：contango Backward ATION Tango tang market 计算 期货 positive contract

从近月到远月，价格依次升高就是contango市场，价格依次降低就是backward市场