Thank you Mark, it then looks like the data is indeed actual market data, not missing data.
Thank you very much if this is true! Could someone verify if their data has the similar prices at 2020-03-18 or at monday 2020-03-16 -tuesday...
Okay I ordered the dataset. Lots of the data seems to be okay (I don't have another high quality dataset so I can't cross-validate) but there are...
Algoseek is about $550 per 10 years of data for single symbol while firstratedata is 200 euros for 70 futures contracts since 2006. There is no...
Hello, I'm looking for 1 minute (second resolution would be even better) data set for futures strategy backtesting. Firstrate data seems like an...
I want to compare my results to "random" results to test null hypothesis. Because random methods rarely work at all because of commissions etc,...
That's true. I'm just too deep into my usual algo "get all the cents every trade" thinking that I can't think this straight. Thanks for your comment.
Thank you, this is about the only sensible answer (with the option comment) There is always a premium and a larger spread in longer term...
I'm thinking of doing a long term (multi year) speculative trade into crude oil and natural gas. What would be the easiest/most effective way...
I would also like to hear yes/no answer to this question ASAP. It's a kind of a red flat to me when representative says "I'm in hurry so I...
You can try different sampling methods, ie. instead of using totally random sampling, add some clustering variable to the mix. I have...
Hello, I'm trying to test a portfolio of strategies with longer term data and I only have 1 minute data. All my orders are limits (with...
What does "density" represent at the curve?
On trading simulations using monte carlo usually refers to randomizing your trade sequence to see the possible risk/reward combinations because...
After this comment at least I'm quite sure you are the real deal :p Not that my word counts because I don't post much to this particular forum....
This doesn't answer the question but gives a hint of how big the problem is http://www.deepcapturethemovie.com/
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