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  1. Looking for unadjusted, survivorship bias free EOD data

    Hi all, I'm building out an event-based platform and am looking for "robust" EOD US stock data. Definition of robust: Unadjusted historical...
    Thread by: Begbie00, Nov 17, 2024, 4 replies, in forum: Data Sets and Feeds

  2. Consolidated Corporate Actions

    Is there a data feed that consolidates US equity corporate actions (dividends, splits, etc.), similar to the way the Securities Information...
    Thread by: Begbie00, Sep 22, 2022, 3 replies, in forum: Data Sets and Feeds

  3. Dual Momentum Sector Strategy - Use AGG or BIL as Bond proxy?

    Hi all, I'm using ETFs to implement Gary Antonacci's "Dual Momentum", which relies upon a signal comparing US equities (SPY, etc.) to "Bonds"....
    Thread by: Begbie00, May 25, 2022, 1 replies, in forum: ETFs

  4. Margin and Long/Short Portfolios

    I'd like to implement a long-short momentum strategy (~3 month hold period) and am not sure how much cash I need to do so. If I have $10k cash in...
    Thread by: Begbie00, May 22, 2022, 8 replies, in forum: Trading

  5. Interpreting Dukascopy Tick Data

    I've been downloading historical forex ticks from Dukascopy for backtesting (via...
    Thread by: Begbie00, Nov 18, 2020, 9 replies, in forum: Data Sets and Feeds

  6. Margin Requirements and Zero-Cost Factor Portfolios

    I'm trying to understand how margin requirements (e.g. Reg T End-of-Day requirement of 50%) would constrain how much exposure I can take to a...
    Thread by: Begbie00, Nov 2, 2020, 6 replies, in forum: Trading

  7. Source for Consensus Economic Forecasts

    I'm reading what seems like a very well written FX trading book "The Art of Currency Trading", by Donnelly. He keeps hammering home the importance...
    Thread by: Begbie00, Aug 15, 2020, 9 replies, in forum: Forex

  8. Foreign Exchange Forward Rates

    I've been crawling Dukascopy for historical ticks on FX spot; I'm now looking for forward rates (maybe O/N & 1 mo) or the underlying FX Swap...
    Thread by: Begbie00, Aug 1, 2020, 0 replies, in forum: Data Sets and Feeds

  9. Test cases for assessing quality of fundamentals feeds

    Being a sole trader, I don't have access to CompuStat, Refinitiv, etc. I see a lot of inexpensive fundamentals feeds (e.g. Sharadar, Zacks) that...
    Thread by: Begbie00, Jul 31, 2020, 6 replies, in forum: Data Sets and Feeds
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