"Platform" in the sense that it'll be modular and reusable. But it's for my own non-professional trading. I'm also looking for something that...
Hi all, I'm building out an event-based platform and am looking for "robust" EOD US stock data. Definition of robust: Unadjusted historical...
The car analogy sucks. Stop using it. The point is if you view price declines solely as a sign that your hypothesis got more profitable (and you...
Yikes. It's the stop loss that tells you you may have a blindfold on in the first place, and you should pull over and take it off first before...
No. It reflects what the "average" SOFR rate (via the compounding formula) will be from mid-December to mid-March. Meaning the December & January...
It's not a unique feature, it's interesting terminology. The "September" 3-month future SR3 U23 is actually a future with a "Reference Quarter"...
That makes no sense. Barchart is either butchering their contract specs or we're not interpreting them properly. Chapter 460 Three-Month SOFR...
Some general guidance, since you've given us almost nothing to go on. General trading data rule: Almost any meaningful statistic (e.g, mean,...
The challenge isn't just to make EUV once, it's the following: - have a machine supply chain that enables production at industrial scale (vs. a...
Is there a data feed that consolidates US equity corporate actions (dividends, splits, etc.), similar to the way the Securities Information...
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"....
Got it, thank you.
Because I'm not trying to build a bicycle, I'm trying to understand how margin works in the context of long/short portfolios (e.g., of the kind...
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...
And, to close the explanation on why you may see quotes that don't change: Note that quotes that are equal to the BBO still generate ticks,...
Closing this out: per Dukascopy support ... So what we're seeing is the BBO, sampled every time a new quote arrives from dealer banks. On that...
Agree fully with the views of both books. The Art of Currency Trading is fantastic.
Interesting. Thanks for the perspective. I will, as others have cautioned as well, take Dukascopy with a grain of salt.
Re: #1 & #2 ... there are instances in other forums of people aggregating the tick data into bars and summing up the bid/ask size as a "volume"...
Own them. Per this thread here (https://quant.stackexchange.com/questions/7802/how-is-historical-data-for-forex-collected-or-computed), I'm right...
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