Hi, I have looked around to find historical forex data and it seems that you can get them from a lot of places (the quality will be a different issue). However, for serious backtesting I will need of course also the historical interest rates. There are some posts in this forum about historical forex data, but none seems to mention interest rates. How are you guys backtesting? Do you ignore the effect of interest rates? I would be willing to pay for a good quote/interest rate package. (say going back at least 5 years). I also have a completely different question. How big will be a data base with quotes, say for one year (for example tickdata, or 1 min, 1 hour, eod.....) Who can share his experiences? Thank you! Pete
http://www.economagic.com/libor.htm You might also test using currency futures price data as the interest rate differential is likely included in the futures contract price.