My budget is small. I don't mind making a one time purchase of a few hundred dollars. I've looked at those but haven't seen the boiled down...
Has anyone found a good source for quarterly fundamentals for US stocks that goes back at least to the late 90's? Ideally it would be in csv...
Thanks for the reply. Sounds like I would be locking in some losses. I most likely will hold my positions to avoid locking losses in. And...
When I backtest and am in a drawdown, yes, I get close to that leverage.
Can you rebalance a portfolio that is on margin if you are below the 50% margin but above the maintenance requirement? Would rebalancing require...
I see what you are saying, but I haven't seen a huge difference with the ETFs that I am watching. Surely there has to be a portfolio of leveraged...
volpunter: I am not at a high level of proficiency in programming, but I am managing to do some basic things. All I am trying to do is analyze...
What balanced portfolio of leveraged ETFs (2x, 3x) do you like for a buy and hold strategy? How would you deal with the added volatility of these...
I currently am having trouble trying to get my "embarrassingly parallel" backtesting code converted to a code that will do parallel processing. #...
underfined, How is your system doing? Any updates that you would like to share?
It is very important. I have not done any dynamic programming to account for this. My thinking is that if I have small orders in a very liquid...
I have tick data that I then compile into 133 tick bars. From the OHLC of those bars, I backtest and optimize the algo. Is this not recommended?
undefined, I hope everything is going well with your system. Do you have any updates that you would like to share? I think my strategy is...
undefined, Can you share what slippage you are experiencing? What order sizes are your typical orders? How does this compare with your...
Congratulations are launching your system! I hope everything works like a dream for you. I am working towards this same thing and am currently in...
I believe this is raw data. Its not a snapshot. The time stamps are only in seconds, but I have multiple orders for the same timestamps. I found a...
1. Slippage by number of ticks after order is sent. Impliment by specifying a quantity of ticks for your order entry to "slip" before getting...
I started this thread under programming, but I think this forum is a better place for it. What slippage model will be most realist to live...
What slippage model will be most realist to live trading? I am conducting my own backtesting and simulation for a trading algorithm. I intend...
I am working towards this now for comparison. I will only be able to compare the last 20 days of trading for the bid ask prices. I have only been...
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