It seems like the Yahoo! Finance data feed in general is quite up-to-date, however, some symbols belonging to the Russell 2000 index, e.g. INSW...
Would be my 2nd most preferred option, better than a fixed fee though.
Well, actually at "steady state" it's no more than half an hour per day, later, with bigger AUM it will take some more coordination but not vastly...
IP is no issue, software is running on our server which we just connect to their trading account - plug n' play. Running the strategy requires...
Would a similar strategy but with ETFs for US market be of interest?
Hi Bob, thanks for the note, in this case it's actually for the Chinese market. We're running tests for similar strategy for US equities that...
The system rebalances the portfolio once per day so not really HFT, therefore capacity is deemed very large (100M+), Sharpe ratio is currently at...
Long/Short CTA, not HFT, Sharpe ratio about 2.5, very high capacity (100M+).
Yes, 50/50 split of fees in other words...
I double checked, it's 10% of fund-level returns, so with 20% carry this means half of the carry. The fund has about 50M USD AUM spread across...
Ok, what's your reply to my question with this in mind?
It's a CTA strategy which is expected to return 40% annualized gross, I've been running quant strategies since 2012 with my own RIA firm, PhD but...
Hi all, I have just agreed with a local asset manager to run a CTA strategy for them. I have developed the trading system and responsible for...
Thanks for the advice, but I do fully automated trading, hence I need to pull the data via an API directly into my app...any other ideas? Yahoo...
I'd rather call them and ask them to scrap their slogan "don't be evil" - liars!
It's absolutely mind boggling how Google can remove one of the key features and then make the claim that they will "continue to improve", yeah right!
I already do have, but this type of service is way more convenient rather than having to start some shitty client software, go through login...
I don't use a portfolio, I download ticker symbols individually...
F*ck, don't tell me it's going down the pipe too... :-( Yesterday half of the top 100 ETFs worked, now not even SPY...
As of yesterday, my routine for downloading Google Finance csv data is only working for a limited number of symbols, for the rest only HTML code...
Separate names with a comma.