Where does "contango" come from?

Solution 1:

You already have the OED's earliest cite, which points out that it seems to have originated in Liverpudlian, not London, English. There's no present understanding about the term, though you could try looking for resources on the history of Scouse that might earn you a place in future etymology compilations.

The only thing I'll note that others haven't is that there is no Latin term contango except there is: contingo is formed from con- + tango, with a vowel shift occurring. The term could have originated in dog Latin (it's irregularly attested on Google Books in the 17th and 18th century) and simply proven too profitable a notion to not have a ready word at hand.