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  1. J

    Data Driven Quantitative Trading Strategy Using intra-day and end of day historical price data

    So you've got a strategy you won't disclose that you don't trade because you have no money that contains nothing of note in other than motherhood statements that you cannot backtest because the result would vary according to the instrument. No results are posted.
  2. J

    Recommendation for EOD data

    To keep your own data is silly. Do you really have the resources to maintain data like a professional data vendor and fix any variances between them? Do you know how many splits/spinoffs/special dividends/code changes/new listings/delistings you need to do each day? I tried to do it and...
  3. J

    Data Driven Quantitative Trading Strategy Using intra-day and end of day historical price data

    No formulas. No real strategy. Motherhood statements. No backtesting results. Do you have anything to report other than motherhood statements?
  4. J

    Data sets show different data

    Broken record: Garbage in garbage out.
  5. J

    Balance sheet data: Reuters v. SEC docs

    The totals appear to be OK though... perhaps it's just put in the wrong place cosmetically.
  6. J

    Why do I need to connect to internet to use Amibroker?

    It sounds like your system configuration is sub-optimal. If you are connected to your network, then your drives should be mapped. If you are not connected to your network then your drives should not be mapped.
  7. J

    Quandl , eurodollar historical data

    Daily data is fine - that's not the issue. Re crap data - you can't polish a turd. I wouldn't want to try and create a trading system out of it.
  8. J

    Quandl , eurodollar historical data

    Beggars should not be trading futures. I am quite serious here - I've seen too many people blow themselves up and never trade again. You are significantly lacking in capital especially if you are considering these futures using daily bars and cannot afford the services of a data vendor.
  9. J

    Easiest way to get daily close of SnP500, for the last 1200 Days?

    You didn't answer all of the questions. Therefore go to Yahoo and use their free data. It's got flaws in so many ways but is probably fine for your undisclosed requirements.
  10. J

    Easiest way to get daily close of SnP500, for the last 1200 Days?

    So what are the fields you require? Date, Close? Date, Open, High, Low, Close? Date, Open, High, Low, Close, Volume? Date, Open, High, Low, Close, Volume, $ traded volume? Are you aware that the S&P 500 open only represents the stocks that actually open at 09:30:00.000? Do you want to...
  11. J

    Why does stock data cost money?

    I asked CRSP a few years back... their US stocks database was $42K per annum if you got updates delivered monthly - about 40% less if you got it delivered annually.
  12. J

    datafeed for 10 000 or more snapshots or realtime subscription

    I have a friend who uses NxCore... well worth a look.
  13. J

    SP500 historical market breadth data

    I am an alpha tester for a new Norgate/Premium Data product that includes some interesting market breadth data. They have put out all a crazy amount of market breadth data for historical index constituents. The data goes back to the early 1960s for the S&P 500 ones. I'm not sure exactly...
  14. J

    Historical Data on S&P and Dow Jones, etc

    For basic charts try www.stockcharts.com Other financial portals offer rudimentary charting (MSN Finance, Bloomberg, Reuters, Google Finance etc.) For more sophistication you can use a dedicated software package and/or data subscription. Plenty have been mentioned here before.
  15. J

    Reliable daily history data

    From what I know, Gold is traded physically at LBMA via their ring sessions. The "PM fix" is probably the only reliable cash gold price that actually settles with physical There is a pseudo cash gold price on the FX market but it's simply a fictional cash settled instrument. As far as I'm...
  16. J

    news data providers

    For an alternative angle, try gnip for tweets
  17. J

    Reliable daily history data

    I've had no issues with the quality of the data from Premium Data. I started by buying just the history (and compared it side-by-side with CSI) only then later on went to a daily update with them. Worth a look - they offer a free trial too (with limited history).
  18. J

    Backtesting and Realistic Fills for Stocks

    Generate yourself some signals. Be very precise with timing. Then get yourself a time & sales report with corresponding best bid/ask information. and see what you would have done. Some platforms allow for a feature called "Market Replay" whereby you can take a peek back in time and see what...
  19. J

    Reliable daily history data

    You didn't mention which software you use. That might affect your choice. I've tried quandl too - data is not so good. CSI is OK but perhaps the breadth of data is too wide. Note they have limits on how many markets you can access in any given day. Since the limits of the stock data...
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