Recent Content by macdice

  1. IQFeed 5.0.0.14 under Wine -- any luck?

    Hello all Has anyone succeeded in getting the new IQFeed 5.0.0.14 working under Wine? This seems to be a big release with a feature I've been...
    Thread by: macdice, Jun 19, 2013, 0 replies, in forum: Data Sets and Feeds

  2. Sharpe ratio parameters (and other measures)

    Hi My first question is what the 'standard' period and benchmark rates are when people report Sharpe ratios without qualifying how they were...
    Thread by: macdice, May 27, 2013, 1 replies, in forum: Strategy Building

  3. ActiveTick vs. IQFeed vs. IB (TOFTT)

    About IQFeed truncating all times at one second resolution, I asked about this and I'm sure they won't mind if I quote part of the reply I got...
    Post by: macdice, Sep 24, 2012 in forum: Data Sets and Feeds

  4. Server for DB/Stats

    For what it's worth, here's my low budget hobbiest market hacker approach: for storing historical data, doing various kinds of crunching and...
    Post by: macdice, Jan 5, 2012 in forum: Hardware

  5. Back testing futures -- last trade or best bid/offer?

    Hi I am trying to design AI-based trading strategies for short term futures trading, with holding periods from a few seconds to a few hours. I...
    Thread by: macdice, Aug 29, 2010, 4 replies, in forum: Strategy Building