Most of that volume is concentrated on the most liquid (highest volume) stocks like C. If you're looking for "dumb money" look at hype stocks like...
If you are willing to pay: $300 for 3 exchanges (AMEX, NASDAQ, NYSE) from 1990 http://www.eoddata.com/Download.aspx $260 for all stocks...
Bump. Good summary posted by Michael: http://michaels-musings.com/sources-intraday-historical-stock-data.html Pi Trading and Kibot look...
Um. Yahoo, Google, MoneyCentral. These all use .csv format. It's not Excel format, it's csv. You can open it in Notepad, OpenOffice, etc, it's not...
You can definitely be too big. http://www.treehugger.com/files/2010/07/1991-fattest-u-s-states-thin-as-leanest-in-2009.php
Yahoo Finance and Money Central. If it's slow, multi-thread your downloader. If you need more/better/faster data, pay for historical data on...
Hello options traders! For margin requirements on naked options, I found this thread:...
It's not because the numbers don't look pretty to me. It's because they are highly unlikely. My point is, either use real data or use generated...
If either all 30 stocks have -9% down always, or for 30 months a single stock is -9% down always, something's wrong with your data because this...
Are there screeners out there for filtering based on bid-ask spread?
IMHO individual stocks are just easier to trade than indexes. Maybe there's some news story out and you know how this influences your particular...
Interesting analysis of the Flash Crash: http://www.nanex.net/20100506/FlashCrashAnalysis_CompleteText.html Recommendations: - Quote...
In layman's terms: Trade C all day :D I keed but from Noon to 2 looks like HFT nirvana. [img]
If it's dependent on the periods you choose then Sharpe, Calmar, Sortino ratios are meaningless. What is the question? I'm trying to say there...
I believe the solution is to trade Kospi (Korea Composite Index). Note sure how accurate this info is, but someone posted on trade2win that the...
Whichever one is best is whichever one is most predictive. That is, whichever one correlates most with future risk (volatility/drawdown). In other...
Agree 100% :cool: Although I think if you traded these 20-30 years ago, TA might be somewhat valid. So if you are going to sim trade using old...
As if he would tell me. And if he did tell me why would I tell you and all of ET? I will say, a while ago someone posted a question about...
Lack of fit sounds good. Other possible answers would be weighted least squares or iteratively re-weighted least squares. There might be some...
Agree, high volume. (1) Why is Etrade on the list? Sticks out like a sore thumb. (2) They are claiming volatility is higher? I thought HFT...
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