lol 1 second time frame... are we talking about trading here or gambling?
Define some of these volatile instruments where these black swans occur almost on a daily basis?
Dom, really appreciate this! "But for me, backtest only has value if it executes the same code-path as live trading (read this, many times,...
Jtrader, do you have a rolling data base with all the stocks you track that constantly updates at session close everyday?
Dom, thanks for the reply and advice but i'm confused on a few things. Yes i am just starting out in regards to backtesting but if i am...
+1 for excel?
It looks like a short for the nasdaq is in the making. If AAPL already tanked (which it did) why hasn't the nasdaq tanked yet?
I am looking to back test price action on 1 and 5 minute bars for a couple of strategies but I'm not sure whats the best way to go about this....
Braincell, What I was thinking about doing was essentially taking a couple stocks from each sector, figuring out the correlations between the...
What about alternative forms of index arbitrage... Like making a basket of stocks that mimic the S&P 500 and trade it when the deviations get...
Sup ya'll New to the forum. I'm not a company or a vendor just a private trader. Recently read Ernie Chan's quantitative trading book and think...
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