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You're not the target audience. Hint: They don't need (or want) US investors. The more interesting question is whether NYSE:BABA will be fungible for HKSE:BABA (or 81237 or whatever crazy tickers they use). The arb golden goose is flying in....

Not sure you really have that capital. You claimed $2000 in a broker 9 months ago http://m.wazua.co.ke/forum.aspx?g=posts&t=37008&p=2 $2000 for trading futures?! Did the broker laugh?

PS - your previous twitter post showed "Moxie Capital" but you have substituted "Dennis Futures Strategy" since then with similar returns. The post also shows a different set of figures. Are you just curve fitting?

Really? I cant see your trading record.

Dennis might be your first name, but you're no Richard Dennis.

https://www.interactivebrokers.com/en/index.php?f=2225 https://www.interactivebrokers.com/en/index.php?f=1560&p=contact

I'm done with this thread, and the poster too. But I'm glad he's in the market. He's the guy writing silly puts. His trust fund will run out one day though and his trustafarian status will be revoked by Daddy.

Can't fix stupid.

Thomson Reuters (or their new branding Refinitive?) data is far better than free (they probably have a team of hundreds or thousands in India doing the hard work) but it's far from perfect. I was using it a few years back.

Trading is a professional activity. If you do have time to to learn it, you cannot succeed. Expect to spend as at least as much time to learn it as you would spend on obtaining a degree. Or two. Those who doubt this are amateurs with hubris.

Unfortunately this is the case for retail-level fundamental data. Nobody is actually any good.

Different start date, different base (starting point), different weighting methodology.

Only the institutional-level fundamental historical data from Compustat is any good. The problem is that events such as mergers, demergers, reorgs, domicile changes, changes in fiscal year boundaries, complex capital structures (convertible securities etc.) really mess things up. If you're...

Your blanket statement about backtesting taking a maximum of 15 seconds started it dude. Explain yourself - what are you trading? 1 stock/security? 3000? All listed stocks? A handful of futures contracts? Clearly if you are talking performance you need to give some further metrics on your...

Err OK - still not sure what your universe is.

Seems to be a big concern of yours given you want to backtest 10 years of data in 15 seconds - your first post. 15 seconds per security is too long. 15 seconds for several thousand securities is difficult without some serious thought to parallel processing. Hard to figure out what you are...

Who cares where it's listed? Why would you use an exchange-specific index? Most indexes are market cap weighted anyway, so a broader index is 99.9% correlated to a narrower one anyway. Why not download the data and check the correlation? You'll find they they are all mostly interchangeable.

Fail. It doesn't matter how long your backtest takes - the only thing that matters is that you can calculate an entry signal before you need to pull the trigger when your system is live.

Price weighted index... so late '90s. Eighteen nineties that is.

The original question was "Thoughts? Opinions? Anything I am missing?" What do you consider to be the question that hasn't been addressed?