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example: https://www.alphaquery.com/stock/TSLA/volatility-option-statistics/30-day/historical-volatility

No, no, no! It's "most" profitable trading system:).

If you don't have pain in your legs, it might only be a muscle spasm in the lower back. The symptoms I had for back spasms were intense and sometimes crippling pain in the lower back and being tilted over to one side for a few days. Then all of a sudden, my back would be normal again. I used...

https://www.elitetrader.com/et/threads/what-happened-to-sa-market-forcaster-predictor-threads.335160/#post-4910361

https://quantpedia.com/Links/HistoricalData has links to many data sources.

Some of their marketing: They will save you money: https://www.itpm.com/faqs/Institute-trader-benefits-faq/ but avoid publishing any track record of their own trading.

https://www.itpm.com/faqs/becoming-an-institute-trader-faq/ https://www.itpm.com/education/ This sounds like a great deal -- for the "Institute" ;). Here is an external review: https://www.tradingschools.org/reviews/institute-of-trading-and-portfolio-management/

Possible explanation::D

The K-Ratio seems to be evolving with time. You might want to also consider the Ulcer Performance Index http://www.tangotools.com/ui/ui.htm

I agree that the consistency of calculations on the data is important. If you are interested in comparing financial metrics for different stocks, Morningstar's key ratios ( e.g., https://financials.morningstar.com/ratios/r.html?t=0P000002RH&culture=en&platform=sal ) could be of some use. I...

Differences for total returns might be because of different ways of calculating adjusted prices and not necessarily bad data. Yahoo says it uses a standard way of adjusting close prices: https://help.yahoo.com/kb/SLN28256.html What is the adjusted close? Adjusted close is the closing price...

I attached mstr_total_return.csv with almost the same format as before for the symbols in symbols_422.txt plus S&P 500 symbols. The date column has the "as of" date (I'm guessing that's for the close that day) or N/A instead of the retrieval date in the previous mstr_total_return.csv. KYN...

I retrieved and formatted the data with a combination of - wget, bash (including other shell commands), and perl to get S&P 500 symbols from wikipedia.org - curl, bash (including other shell commands), and perl to get symbols plus exchanges from nasdaq.com - chrome (headless), bash (including...

The attached mstr_total_return.csv with columns separated by semicolon and lines terminated with newline has the total return data downloaded from morningstar.com for current S&P 500 constituents.

I saw that post, but I was reading left-to-right and thought one would need help from one of to trade them:D.

I've heard of the proverb, "Good things come to those who wait." So I tried the same strategy delayed one week: If (today is the fourth Friday of the month) or (today is the day before the fourth Friday of the month and the market is closed tomorrow), Then enter long at the close today. Exit...

Using yahoo's S&P 500 data (yahoo symbol ^GSPC), I ran a test with the logic for this strategy as: If (today is the third Friday of the month) or (today is the day before the third Friday of the month and the market is closed tomorrow), Then enter long at the close today. Exit at the close the...

With all the books, articles and videos having Larry Pesavento's name attached, he probably doesn't have time for out-of-this-world business ventures:).

https://ninjatrader.com/support/helpGuides/nt8/en-us/?optimization_fitness_metrics.htm#UnderstandingMaxStrength I guess they aren't kidding with "Work in progress." A genetic programming rule generator I wrote usually uses a fitness function that's a variation of the Ulcer Performance Index...

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