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It seems I am late to the party... but that gives me the option to also answer your data question. Most backtesting platforms allow you to bring in data in multiple ways: publicly available sources, e.g. Yahoo finance commercial data providers, e.g. IQFeed/DTN or Norgate, sometimes re-branded...

Assuming that you are interested in technical analysis, storing the data is unfortunately only half of the problem. The stock data most likely also need to be adjusted, so that you can properly run indicators on them. Adjusting data is an operation, which goes _back_ in time, so you need to...

That's the kind of work I do, please have a look here: https://www.bertram.solutions/research-development/ Cheers, Felix

Hi YSettle, there are a bunch of free programs out there, both free as in beer, and free as in speech. If you are looking for the latter, I am the maintainer of TuringTrader, which is well able to do what you are looking for. Cheers, Felix

Hi Jonathan, I am certainly interested in your work. It might be something that adds value to my open-source backtesting engine, TuringTrader: https://www.turingtrader.org/ Please PM me. Cheers, Felix

I am glad to hear that, now you just need to allocate the percentage of time you are spending proportional to the percentage of your assets you are handling... I really mean it. Wherever you look, you will find references to passive 60/40 portfolios. Looking at the historic performance, these...

Penny stocks behave very different from other stocks as they have a tendency of being more volatile. When learning to trade, you need to keep the big picture in mind. We all love to trade, and we love to pride ourselves in the great results on an account reflecting a minuscule fraction of our...

There is not much information given in your question... which makes it a bit hard to help. Let me try nonetheless, but I will need to make quite a few assumptions. Assuming you are located in the US, and are trading equities, you will need to tax your capital gains, when a taxable event occurs...

TVIX is an ETN, and I don't think they are holding the underlying futures. All they are saying is that they are tracking the index. The exact mechanics and formulas are explained in their 178 page prospectus. VIXY on the other hand is an ETF, and actually _does_ hold the futures contracts. For...

If you don't have a business, there's no need for E&O insurance. It is still worth thinking about all the possible points of failure when considering fully automated trading: the exchange, the internet connection, the data subscription, the broker interface, the software framework you are using...

IB is a solid broker. Their API works reasonably well, the documentation is decent, and includes sample projects you can use to get your feet wet. My experience when contacting IB with questions was very good. Depending on what you are planning to do, you might not need/ want to automate...

this looks like a pretty unique offering. However, I feel you are looking to combine too much functionality in a single tool. I would personally keep backtesting separate from recording and analyzing trades. If you are looking for a backtester... and are a C# coder, have a look at...

careful here. An ETF, by definition has unlimited liquidity. If there are true outflows from the ETF, this will lead to net-redemption of the ETF shares, which in turn will lead to the underlying equities being sold. Unfortunately, the underlying equities have quite limited liquidity, especially...

... because performance is not everything. Option strategies have very different properties in terms of risk, risk-adjusted performance, and from the tax perspective.

As Grulstmrnn says, there is a bit too much ambiguity in your question to give you a good answer. In an attempt to be helpful, I assume that you are looking to code C# with one of the trading tools out there, so most likely C# Framework. I further assume, that you can already code reasonably...

Well, that depends on your personal perspective. While you are still building wealth, a temporary 20 percent decline is not the end of the world. When you are living off your savings, a 20 percent decline hurts much more, because the ratio between your burn rate and your savings gets...

Beta is indicating the correlation to the stock market; a low beta is not necessarily synonymous to low volatility. Volatility is the standard deviation of returns, and can be calculated as such, assuming that past volatility is largely correlated with future volatility. This textbook...

Zorro has some quite interesting features, e.g. how parameter optimization is directly tied into algorithm implementation. Also, it can easily implement portfolio and option strategies. If you are serious about software development, you will probably want an object-oriented language, and a...

Hi JHarmon, As said before TuringTrader *does* work with a rolling set of constituents, and the algorithm uses that feature. As an example, MON no longer exists, and will drop out of the simulation at some point. Similarly, FB didn't exist at the start of the situation, and is added on the fly...

Hi Gkishot, I didn't publish the returns, because this is not supposed to be a book review of any kind. What I wanted to show is, that portfolio algorithms can be implemented in an elegant and concise manner with TuringTrader. Having said that, all of the algorithms mentioned in the post are...