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Wow, well that's pretty broad. Did you google this question? What discpline of finance? For example, Stevens Institute of Technology as a quantitative finance/financial engineering degree available via distance learning.

You can buy tick data directly from the CME. It won't be continuous contract, but there are well known ways to create continuous contract pricing. Best regards, Louis

Hence my statement re: much more to it. IMO, you're better off having a strategy that is so obviously simple the programmer will happily collect your money and write you off as a crazy person. The simpler the better. Make it so simple they don't believe it will work :).

Have your programmer create the software but don't provide the inputs, if you're strategy has them. Also, there's much more to it than just writing the program :).

There are really only two options: (1) Continue on or pull the plug. Note I consider this the same option as it is based on emotion. (2) Compare the last moths of data to your only other set of data, which is your back test, and see how the live returns look statistically as compared to...

Ok... you asked... :) Yes, you're high on crack. This is a dumb idea. Not trying to be an arse. You asked. Remember? :) Take care, Louis

Liquidity, leverage, and regulation. You can get the first two from most spot forex firms, but you don't get the regulation. These instruments are all traded on regulated exchanges, with published volume, open interest, etc. There may be more, but this is what comes to mind. Also, with...

The original poster's question is easily answered, as you implied, with an emphatic 'Yes'. Now, you have to be a little careful because "automated trading" is a loaded word. For example, Automated Trading Desk did a lot of market making. I'm sure they traded their own account as well, but...

Check out Jack Schwager's books on futures. A Complete Guide to the Futures Markets and Schwager on Futures: Technical Analysis Also, just Google for continuous futures contracts, the first hit you see is: http://www.premiumdata.net/support/futurescontinuous.php Take care, Louis

Standard practice is to use a continuous contract that has been adjusted using one of several well known methods: forward, backward, etc. This results in a price series that reflects (more or less) the movements of the particular contract, however the exact values of the price series are...

Ah, sorry, not too familiar w/ equity side, I'm mostly familiar with futures. Take care, Louis

What instruments, markets, etc? Louis

http://www.futurestech.com.au/

cmaxb, What software is this? Thanks, Louis

Spreads fluctuate with liquidity. OANDA is probably raising spreads today because it tomorrow is a holiday.

Interesting synopsis on that link about John's talk. Position sizing is one of the heavily emphasized topics in Van Tharps book. Thanks for the link! Louis

tortoise, Go read Van Tharp's "Trade Your Way to Financial Freedom"... the title is hokey, but the book discusses system development in detail. I found it very informative, especially in highlighting what aspects of a system are most important. Take care, Louis

Reuters has an API for this. https://customers.reuters.com/developer/ I've never used it. Take care, Louis

frosty, Awesome thread, keep it up. I'd love to watch the EOD strat as well, and you'd definitely get a gold star IMO if you posted the day before. Very cool! Louis

Well, from what I can tell this equity curve says that you turned $2,500 into more than $200,000 in 7 days. I don't want to sound like a naysayer, but something smells fishy here. One of the most common problems in back testing are a class of errors known as postdictive errors. These are...