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Hi @laplacian, i'm also interested in fitting my own model to 'open source' risk factor data, could you provide a bit of direction on this? I'm trying to build up my risk modelling experience.

Reids Streams https://redis.io/topics/streams-intro look nice and light. Also this asyncio stream parser looks great https://github.com/robinhood/faust although it currently relies on Kafka as the message queue which seems a bit heavy. Let us know how you get on.

Can you post the site URL please?

https://register.fca.org.uk/ShPo_individualdetailsPage?id=003b000000LUyU2AAL ;)

just found this thread, super interesting. One thing that strikes me is why would images of candles produce better results than say the actual time series of bars? Seems like the image processing stuff would introduce unnecessary noise, no?

wow, NQ is spicy!

I too stepped on a landmine in this session. Superglue successfully used on my limbs but still painful. (Poor analogy pushed too far) :)

Appreciate the "warts and all"

Hi maxinger, Could you go into a bit of detail about your daily process? You sometimes mention that you missed a signal, how are you generating these signals? Thanks for the resource, just found this but enjoying / learning from it. Cheers

use a VPN with endpoint in desired country (e.g. US)

+1 for what paper is that?

it's on my TODO list

FYI there's an unofficial API here https://github.com/pladaria/degiro

Hey Nooby, I wonder how you are managing the most precious resource - your time. Have youn taken time out from contracting? How much runway do you have?

hi nooby, thanks for sharing your journey. I wonder what kind of strategy you are running? What are the signals that lead to a position? Cheers!

Ah nice, you don't need an API key https://api.refdata.cmegroup.com/v1/products/

has anyone requested access to the CME reference data API? https://www.cmegroup.com/trading/market-tech-and-data-services/cme-reference-data-api.html Trying to remove as much dependency on IB API as possible

can anyone comment on the quality?

Well done Quandl, was only a matter of time.

Response from Quandl is that the KRX feed is now depricated. Sourcing from IB it is then.