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    Margin Requirements and Zero-Cost Factor Portfolios

    Thank you. I probably won't go the credit card route.
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    Margin Requirements and Zero-Cost Factor Portfolios

    $2000 is, I believe, the IBKR min. So I used it. But is the logic right?
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    Margin Requirements and Zero-Cost Factor Portfolios

    I'm trying to understand how margin requirements (e.g. Reg T End-of-Day requirement of 50%) would constrain how much exposure I can take to a zero-cost factor portfolio (e.g. short-term reversal, momentum, etc.). Say I have $2,000 in initial cash. Am I correct that I'd be constrained (via...
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    Source for Consensus Economic Forecasts

    This is a pretty good one, thank you. Easily extractable data back to ~2008. It also seems to be powering Bloomberg's website economic calendar, too.
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    Source for Consensus Economic Forecasts

    So this is a good example of why I'm confused. If I look at the "Forecast" for non-farm payroll for July 2020 using this site, the forecast is 1.530 million. That makes the actual result of 1.763 million 15% higher than the forecast (versus the 10% against the 1.600 million I've seen quoted on...
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    Source for Consensus Economic Forecasts

    I'm reading what seems like a very well written FX trading book "The Art of Currency Trading", by Donnelly. He keeps hammering home the importance of understanding what's priced in so that we can understand if certain fundamental numbers are actually surprises. I've been seeing consensus...
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    Foreign Exchange Forward Rates

    I've been crawling Dukascopy for historical ticks on FX spot; I'm now looking for forward rates (maybe O/N & 1 mo) or the underlying FX Swap ticks. Are there any data services out there for historical data on FX forward rates?
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    Test cases for assessing quality of fundamentals feeds

    Very much appreciate the context. Thank you. I guess I'll keep downloading all periodic/current reports and build something myself.
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    Test cases for assessing quality of fundamentals feeds

    Exactly why I'm using filters first ... scaled total accruals, scaled net operating assets, PROBM/PMAN, probability of financial distress, etc. In theory most are more indicative as earnings management gets worse. TBD on how well it works out-of-sample.
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    Test cases for assessing quality of fundamentals feeds

    All of them meaning even the premium stuff like CompuStat and Refinitiv? Or just the discount ones? Thanks for the great set of other test case categories ... definitely want to build them into my test cases.
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    Test cases for assessing quality of fundamentals feeds

    Being a sole trader, I don't have access to CompuStat, Refinitiv, etc. I see a lot of inexpensive fundamentals feeds (e.g. Sharadar, Zacks) that I'd like to use for a quality filter on a momentum trading strategy. Absent the ability to compare these feeds to industry standard sources like...
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    Cash tbond data

    Any reputable historical EOD providers @ a CUSIP level? The Treasury site above only goes back to 2009, and it seems as if the WSJ version no longer allows historical data pulls. I don't have access to CRSP (which would be an option), and I can't find the relevant Tullett Prebon feed that might...
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    Tick Data Source?

    Sorry, what I meant was, if you look at the futures sample on the website (ES, I believe), and attempt to "merge" the Trades and the Quotes by timestamp, it's impossible to do so perfectly, as there are changes in the order book that appear at a timestamp prior to the associated trades. For...
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    Tick Data Source?

    Quick question about TickData.com: unlike some vendors like AlgoSeek, they split Trades and Quotes apart in their Level 1 data, and the timestamps aren't consistent with one another (e.g. there are moves in the order book that appear timestamped before the associated trade). How do you deal with...
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    Tick Data Source?

    Have you actually used QuantGo? I've sent 3 requests via the webform and called them twice ... no reply.
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