Access to unlimited historical data

Discussion in 'Data Sets and Feeds' started by Xenomorph, Jun 10, 2016.

  1. Having 'unlimited' historical data is meaningless in and of itself. You need to know what to do with the data.
     
    #21     Jun 11, 2016
    conduit likes this.
  2. conduit

    conduit

    So is saying that you are more intrigued by the guy's success without really knowing anything about his methodology and approach a fair way of putting it?


     
    #22     Jun 11, 2016
  3. conduit

    conduit

    well, quandl offers mostly only EOD data sets for those international markets that it covers. Not sure about US data, just commenting about their non US market data.

     
    #23     Jun 11, 2016
  4. K-Pia

    K-Pia

    I am reading stuffs about Open Sourcing / Unix Philosophy (The Cathedral and the Bazaar) and maybe what this guy found at his job were skilled beta-testers (Skills & Experiences) + tools (of course). But we don't know if he ever mentioned his concept to his colleagues. I am sure traders have a lot to learn from "Hackers" and it's philosophy. However the only hackers turned traders that I know ended up in jail. More data is more of a calamity (Up to a point).

    http://www.wired.com/2013/02/big-data-means-big-errors-people/

    https://www.quora.com/Is-Nassim-N-Talebs-criticism-of-big-data-fair
     
    Last edited: Jun 11, 2016
    #24     Jun 11, 2016
  5. By the way - which book is it? Can't seem to recall this guy.

    I think I got only the two first, which I liked a lot. Never bothered to get the third and the fourth.

    Worth reading?
     
    #25     Jun 11, 2016
  6. just21

    just21

    It has never been easier to get a lot of intraday data at low cost. Take a one month subscription to eSignal classic for $45, use qcollector to take the data out and then cancel.
     
    #26     Jun 11, 2016
  7. "Hedge Fund Market Wizards", 2012
     
    #27     Jun 11, 2016
    Laissez Faire likes this.
  8. conduit

    conduit

    You mean the 30 days of tick data most vendors only offer? First of all, I question that is possible when not subscribing to foreign exchange real time data. Then this might only hold true for certain limited asset classes.

     
    #28     Jun 11, 2016
  9. Guess, I have to follow his footstep. I have access to unlimited data...have just started testing patterns (i.e. mainly using the patterns that Jack Hersey provided on ET) of intraday GBPUSD 1min to 1Hour, ranging from 1996 to 2016. Some patterns I see 99.999999999999% consistency but some patterns are not statistically significant. Soon, I will add moving average into my research and see if it generates some interesting result.
     
    Last edited: Jun 11, 2016
    #29     Jun 11, 2016