Worst case, you can create back adjusted continuous contracts in Excel. Create a rollover gap column (from looking at the difference in open...
I am not clear from your post what your goals are and what your price tolerance is. If your goal is to backtest a complete strategy and your price...
I will place another vote for Firefox with the NoScript add-on. I have been using NoScript for years. NoScript is more than an ad blocker. It...
Interesting thread... But I don't understand what you are saying in the two above quotes. You can get it to work on individual stocks but when...
If you find the topic interesting, let's keep the discussion going! I am myself interested to hear your opinions. Not necessary to vote in the...
This is very interesting. Let me point out that there was an article in Future Magazine around 2 years ago written by a product manager at one...
Actually, that is not correct. My primary business is selling a backtesting product named PowerST that is an end user programmable product. Some...
This is exactly the same that attracted my attention to this thread. This thread has discussed the problems with general purpose commercial SQL...
Ok, let me talk about screening. I previewed in my last series of posts that I had not yet discussed that topic. You said this previously: In...
The problem this is that the quantity of data thstart and I are discussing may not fit into memory. We are discussing larger scale testing that...
In 2008 I worked on a project very similar to what you describe. I could type another post describing how I went about it.... but enough typing...
Next the topic of daily trade signal generation. I am having trouble understanding your benchmarks descriptions that I quote from above....
Continuing my previous post: However, you talk about "sliding window calculations of 5,10,20,40,80,160,240,360 trading days", which I term as...
thstart: This is an interesting discussion because it seems you and I are in exactly the same line of work. We have both spent years working in...
I can't say I am 100% following all that you say. You are saying quite a bit in a short amount of discussion, but with multiple read throughs I...
Separate names with a comma.