How about using IQFeed or eSignal? They both provide a free trial.
dratsum, thank you for pointing that out, weak RNG could be a possibility. It would be a good question for botpro: is your system exploiting...
Oh, really? Can you be specific and tell us which flaws are already in GBM? Yeah, this particular trade is obviously very profitable, you made...
When you introduced yourself you wrote that you were a math researcher, so I thought you would be able to comprehend the theoretical reasoning...
It's very simple and I am repeating it all the time! You claim that your system can produce profits while tested in a simulated environment using...
It's only 2000 records per year, one record per roundtrip trade. That should not be a problem to process with my program to check if buy and sell...
OK, glad you tried my program and it looks like you agree that buying and selling any single option at any time has ~0 expected profit if the...
OK, I reviewed your options pricing code and it looks good too. Now having both GBM and BSM algorithms available I can try to show you why using...
I checked you GBM code and it looks good. Now we need to review your option pricing code and verify that you applied the same parameters...
Maybe you could publish the specific code that you use to generate the brownian data and to price the corresponding options and someone might help...
You might have some discrepancy between the data you generate and the parameters in the option calculation. For example the Excel spreadsheet you...
Man, it is impossible to make a profitable trading from truly random data. Unless it's something goofy like I could beat the roulette if I could...
Separate names with a comma.