Academic Research

Discussion in 'Automated Trading' started by elduerino, Nov 4, 2010.

  1. Hey guy,
    I've done some study on a particular event driven trade that happens all the time, used to trade it all the time and it was a hell of a winner. I was wondering if you know of any CHEAP (500 or less would be nice) data for basically the past 2 years on 70 stocks or so. i know I am looking for a lot but it is for academic purposes, not quiet a thesis. Anyone have any suggestions or am I shit outta luck.

  2. Check with your school library. If not your library, a neighboring college/university library may subscribe to the services that offer historical data.
  3. yahoo is free for EOD
  4. The Internet - try to look for more precisely
  5. I am not aware of any major event that happens "all the time". Economic indicators for example are released once a month. In two years you get just 24 data points for any such indicator, not enough for statistical significance of any results.

    Did you maybe mean an non economics related event? Are you looking for EOD or intraday data?
  6. Looking for intra day, will be moving to the neighbouring schools library's first. Don't need end of day, not the data that I am looking for. There are lots of event driven trades that happen frequently, not economic event driven tradeing. I appreicate the help, i appreciate the comments (good or bad).