Recent content by TradeFinder.net

you do not need to code anything that's the main difference . Also, our main focus - non-price data sets, which I believe will give to you huge edge in the stock market

we have some expensive data available for backtest, so answer is no.

another one xD https://tradefinder.net

Keith, you are asking very good question btw. IMO this will give you a bit more bullish momentum after earnings: - EPS numbers actual or estimated. - new 52 week high, or even all time high - new recommendations from analysts (just quantity for a day for example) - gap size + further price...

louisgeorge, try centerpointsecurities.com, a friend of mine told me that they have very large inventory.

tlatoani, Thank you for the feedback! Our bet is to make people realize that event-based trading is the way to make some money in this game without spending thousands $ on services like Bloomberg etc

Hi everyone, Thank you for the introduction, Baron, and thanks to everyone who came to check us out. It's important to mention that while our data is on point, the functionality of the product is still in beta. We're developing the user experience and would greatly appreciate any constructive...

depends on strategy you want to backtest and coding skills you have easiest way - use excel, for portfolio backtesting - amibroker, wealth-lab, multicharts are ok. (multicharts a bit slow in my experience).

I would like to add a bit more dimensions here (sharing my own experience): 4th. Market events, news flow. Markets tend to react differently on different event types. 5th. Candle % and Gap % parameters. Obviosly good mean rev. strategies can be found somwhere after 20% growth from open...