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Don't forget defunct stocks too. Reverse splits are quite common on failing companies, so you would want to include those stocks that have delisted. Also many companies move to OTC as well. You might not want to trade them whilst they're OTC. I use Norgate Data which provides this...

Andreas Clenow has some great examples of Python usage (using Zipline) in his latest book, and he has put the source code up for all to use too: https://www.dropbox.com/s/tj85sufbsi820ya/Trading%20Evolved.zip My data provider (Norgte) has adapted this code to use their data (Zipline is a bit...

If the futures+options expire on the same date, and you're only 14 days out, the difference between the spot month and cash could give you a good proxy.

None of the above have complete data (and most of the sources mentioned do not have delisted data, so don't even offer it). I use Norgate which shows Circuit City data back to 1968 and finishing in Sep 27 2011.

Research it yourself. But make sure you don't have survivorship bias and only use major exchange listed trading periods - you don't want to use periods of OTC trading, as practically everything gaps on OTC. Biotechs are particularly gappy due to their sensitivity to trial results.

Program it yourself. If you can't do something that simple, time to learn. Alternatively use analysis apps like AmiBroker to do it.

Sounds like these two have been battling it out for years.

I get 136.4415123% success rate, GAT, with that indicator. I win more trades than I trade.

LOL - So many people say "invest in IBD50" but it's just a biased committee picking stocks on antiquated methodologies.

Milton Waddams is your contact.

It's not about the success rate - it's about the risk. Prior to a successful 2b result, you can see biotechs drop by 95% on a bad report. Only about 10% of drugs actually get approved. Prior to phase 3 trials, you are just playing Russian Roulette, but with multiple bullets in the gun...

Never do biotech prior to the end of phase 2b trials. Ever.

Volume is a poor ranking technique and reeks of selection bias. Dollar volume/turnover is far more interesting. But I agree on survivorship bias - this is critical to any trading system. Anybody who attempts to analyze the market/create a trading system without it is a fool.

Big Nope zdreg. The law is you don't do business with citizens of specified countries. This one is black and white.

Seems simple enough. You are still a citizen of a forbidden nation, irrespective of your refugee status. Until you are granted citizenship this will always be the case. These are the rules. Just ask Elaine what happened when she didn't follow the rules at the soup shop.

So much survivorship bias in these posts. History = everything that traded, not everything that trades now.

Norgate Data has it back to the early 1960s including all delisted stocks and also an indicator that tells you when each stock was in the index. I've been using it with AmiBroker and now Python - really nicely integrated. Lots of other indices covered too so you can test market-cap-banded...

Ironbeam are the futures broking house. You'd have thought that they'd get something so basic as initial margin correct. I wonder what CFTC/NFA thinks about all this.

In the last few years the lowest I've ever seen CL initial margin on CME was $2145. Must be some pretty bad lawyers out there that didn't get the amount reduced because of Ironbeam's lack of duty of care. Fools. Money. Parted.

Stills seems to be the case: Dealmaker appears to be just a post-a-link-plus-one-paragraph account? Perhaps posting in the bias of the trader?