I'm basically having the same question as the person who started this thread. I called QP2, but they told me their data does not include delisted...
In my search for historical data that includes delisted securities (to avoid survivorship bias in backtesting), I found that Tradestation is one...
Please find below just one example when "your number" might come up. It's an exaggerated one, I admit, but it seems that's the only way to wake...
Michael B, I admire your activity on these forums and once enjoyed myself by reading through your entire journal on your grid systems. I actually...
I can think of only one case when it *could* make sense. This is when the two accounts are with different brokers that somehow differ in the way...
I think to be successful you need to be much more sophisticated than just looking at some correlations. this might be of your interest:...
I second that. I do all my backtesting, walk-forward testing, optimization etc. in R, and it works great. You need to get familiar with...
A while ago, Equis told me it IS actually possible to access all the data fields through DDE, although they don't offer support and you pretty...
Metastock with a Quotecenter subscription offers ~23 yrs of fundamental data http://www.equis.com/products/realtime/quotecenter/?overview
I think you also might want to ask yourself the question after how many days (some number between one and never) of trading you're planning to...
that's very helpful, thanks. It seems Yahoo does not show delisted securities though, so it's a first step. Eventually, I'm looking for a data...
Many data vendors offer EOD data going back 15-20 yrs. Can anyone recommend a source for EOD securities data going back much longer (1950~),...
Use The Downloader (it comes with Metastock or a subscription to Reuters Datalink) if you're only interested in EOD data. It's a very convenient...
I'm looking for an inexpensive source for historical intraday split-adjusted equity data that allows me to download historical tick or 1-minute...
Here's my 2 cents: I use a walk-forward approach with two parameters: number of in-sample days (IS) and number of out-of-sample days (OS). Any...
R http://www.r-project.org/
kt, I thought about HDF5 but it seems it doesn't allow indexing through the R api--I understand you either have to load the entire database or...
Would using MySQL imply storing the data for each stock in a separate table, and indexing them by date/time? Do you have any experience with the...
I use statistical software (e.g. Stata, R) for modelling of returns and large-scale portfolio optimizations. I usually can hold all my...
Last position was stopped out. I'll buy CTHR again at today's close. Stop-loss as before.
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