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lol 1 second time frame... are we talking about trading here or gambling?

Define some of these volatile instruments where these black swans occur almost on a daily basis?

Dom, really appreciate this! "But for me, backtest only has value if it executes the same code-path as live trading (read this, many times, until you are sure you understand what it means and all of the implications)." This really stuck out like the only highlighted line in a sheet of paper

Jtrader, do you have a rolling data base with all the stocks you track that constantly updates at session close everyday?

Dom, thanks for the reply and advice but i'm confused on a few things. Yes i am just starting out in regards to backtesting but if i am backtesting an intraday strategy why would i need data that goes 10+ years out? markets are constantly changing. if i am looking to backtest a basket of...

+1 for excel?

It looks like a short for the nasdaq is in the making. If AAPL already tanked (which it did) why hasn't the nasdaq tanked yet?

I am looking to back test price action on 1 and 5 minute bars for a couple of strategies but I'm not sure whats the best way to go about this. I was wondering if anyone here uses excel to backtest a super short term strategy. If so how do you go about backtesting price action in excel on 1...

Braincell, What I was thinking about doing was essentially taking a couple stocks from each sector, figuring out the correlations between the sectors and trade when they get out of wack according to the overall index (i.e. the SP500). Do you think something like this is possible for...

What about alternative forms of index arbitrage... Like making a basket of stocks that mimic the S&P 500 and trade it when the deviations get out of line?

Sup ya'll New to the forum. I'm not a company or a vendor just a private trader. Recently read Ernie Chan's quantitative trading book and think its amazing. Given the current condition of the markets and the lack of liquidity it doesn't take a genius to see that the majority of market action...