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There is a "download data" link at the bottom of the tables.

It doesn't get cheaper or simpler than Yahoo for historicals, Excel for analysis.

Yep. Lots of izbjeglice (I use the term loosely) in Vancouver. More balkan dialects in the West End than in Sarajevo 20 years ago, lol. Don't know many Macedonians, but at least 2 Serbian and 1 Croatian church. And more football teams than you can count. Montreal is a place where you...

1M doesn't qualify as "big city" anymore. Toronto Safe. Dull. Consider Montreal instead. Vancouver Gorgeous. And that's not even taking the burgeoning "Eurasian scenery" situation. :) Lots of rain and grey skies, though. Inexpensive by "world class city" standards, and large parts...

I hope Quadriga recovers, because as of a couple weeks ago our old friend NAVwreck was still pumped about having money in there.

Woah, I think a bell just rang - are you the Eric of TradePortal/Bandit Systems fame?

Well, technically, you did.

ET is a really neat thing to watch. 2 years ago, everybody was about catching the trend. Now, everybody is jumping the "mean reversion", "short volatility" train. Not hard to see why: vendors and would-be gurus/mentors always optimize to the last couple of years since that's what makes their...

Levels of returns simliar to those being talked about on this thread are attainable in similar market conditions by following the Ansbacher approach. Up the leverage a bit, compound instead of sweep, and you're there. It's the same "short volatility" bet, you're exposed to the same types of...

You'd think. Some interesting responses to the "Vending" relationships. Really makes you wonder who is zooming who on ET.

I can't verify or disprove Eric's claims, nor do I even care too. What would give me pause is his history of "vending" and his close association with an awful lot of mentor/vendor types. Let's be blunt: not exactly a crowd of ethical distinction, and his SI boards are littered with such...

LOL, that will raise some eyebrows. Let me guess: aggressive, short term mean reversion coupled with minimal compounding (ie, sweeping profits out regularly). It was the perfect strategy for the past 3 years and could certainly have knocked down consistent gains like that. Essentially, it is...

An alternate explanation is the spread is headed for inversion and the economy for recession. If that's the case, equities should start their usual "six months of prescience" between now and April. Recession or not, yields this low with the amount of currency printing over recent times doesn't...

Any system using opening or closing prices is by definition using future data and is not viable unless it can absorb multiple tick slippage on each and every such entry/exit.

By your second post in this thread you were calling people names. If you can't handle the occassional pie in the face, don't start a food fight.

That is too small for daytrading anyway, so under those constraints pulling up Yahoo or Stockcharts.com at EOD is more than adequate. The latter, especially, is really quite good.

Nice: wants to keep the upside and litigate for the downside.

Love the irony of someone who doesn't even know the terms of their quote service lecturing people on having "brainz" and telling them what tools are and aren't necessary. Very amusing thread. Please don't stop.

I find it curious that a number of those bearish on bonds are also bullish on the risk of recession. Inverted curve is a pretty decent predictor of recession, seems it would make more sense for someone bearish on the economy to be short the short-long spread instead of short the long rates...

Except the foundation on which practical Capitalism can actually exist.