Recent Content by laplacian

  1. US equities daily (+ adjustments)

    Equity metada, non-price daily data points, data for non-US markets, pooled pricing with other datasets (daily price data is rarely the only thing...
    Post by: laplacian, Apr 29, 2020 in forum: Data Sets and Feeds

  2. US equities daily (+ adjustments)

    There's a lot more to just price and dividend data in a basic market data $20+k/year feed more traditionally used by trading companies. It is...
    Post by: laplacian, Apr 28, 2020 in forum: Data Sets and Feeds

  3. US equities daily (+ adjustments)

    Thanks a lot for new idea. However looking at the pricing for daily frequency data - it is comparable to daily data from Refinitiv, which also...
    Post by: laplacian, Apr 27, 2020 in forum: Data Sets and Feeds

  4. US equities daily (+ adjustments)

    I'm not aware of a price data feed at $120/month for the use case in my first post (decade history for 1000s stocks, adjustments for corporate...
    Post by: laplacian, Sep 1, 2019 in forum: Data Sets and Feeds

  5. US equities daily (+ adjustments)

    Automated but keep in mind that I aim for trading once a day at the same time for all securities, at or near the close. If by "non-display" feed...
    Post by: laplacian, Sep 1, 2019 in forum: Data Sets and Feeds

  6. US equities daily (+ adjustments)

    Out of curiosity, what are your costs for data feeds? For a decent price feed (daily standard fields and corporate actions and intraday price with...
    Post by: laplacian, Sep 1, 2019 in forum: Data Sets and Feeds

  7. US equities daily (+ adjustments)

    https://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html
    Post by: laplacian, Sep 1, 2019 in forum: Data Sets and Feeds

  8. US equities daily (+ adjustments)

    Yes that makes sense - own model for trading and a risk vendor for validation. I am surprised you say it is "cheap" though - isn't Barra like 80k/yr?
    Post by: laplacian, Sep 1, 2019 in forum: Data Sets and Feeds

  9. US equities daily (+ adjustments)

    For a risk model I'd rather use free risk factor data (Kenneth French data lab seems good quality) and fit my own model - I'm not aware of an...
    Post by: laplacian, Aug 28, 2019 in forum: Data Sets and Feeds

  10. US equities daily (+ adjustments)

    Hi all, I am looking for US equities daily price data (history to present), with adjustments for corporate actions (adjusted close price taking...
    Thread by: laplacian, Aug 28, 2019, 29 replies, in forum: Data Sets and Feeds

  11. advice for equities startup

    Thank you. What about daily processes such as daily checks and reconciliation and corporate actions - I can imagine there are a number of manual...
    Post by: laplacian, Aug 28, 2019 in forum: Order Execution

  12. advice for equities startup

    Thank you. The strategy was tested in two ways, one with a simulation using slippage assumptions and the other with real money with much less than...
    Post by: laplacian, Aug 27, 2019 in forum: Order Execution

  13. advice for equities startup

    Hi all, I am starting a hedge fund startup in the UK but have less experience on the order management side so I'd like advice from software...
    Thread by: laplacian, Aug 27, 2019, 14 replies, in forum: Order Execution