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This is all very true. The best advice would then be to get a job and work on math, computer science and quantitative puzzles as a hobby. If you think you've hit on something then take it slow with small amounts of money. Test ideas and don't try to make it an income stream. If order...

Your goal should always be to find opportunity. It should not be something like: "I want to be a quant trader." Math and computer science are tools that apply to MANY parts of life. You are taking on way too much tunnel vision way too early.

The trades from polygon are correct and are exactly as they come from the exchanges. These aren't "issues". It's just that what is coming from the exchanges is more complex and complete than most people realize. Trades are not "being reported at wrong times" by the exchanges. Sometimes data...

The data you get from IB is probably fine for most purposes. I use their API for trading but I get data from polygon.io since IB is so cumbersome and limited when it comes to getting data. The raw trade data from the exchanges (via polygon.io) is a little too raw to be practical due to all the...

Ah, ok. I'm referring to data directly from the exchanges.

Your bank records have been scanned for decades. This new thing you are referring to is all politics. What are they proposing that isn't already happening as an open secret??

It looks like you have not done this yourself. The tick data includes many trades that you do not normally see on your daily charts. Things like late reported trades, cancellations, dark pool trades that trade through NBBO, etc. Processing trade conditions is complex. Places like IB and TD...

There are some risks with being in a short position so you'd have to add an average cost and volatility calculation for that. If the stock doesn't trade for a period of time you are required to pay whatever borrow rate the market comes up with until it trades again. That risk seems low but it...

This is what I do full time and successfully. If you want to discuss working together then contact me. Basically I'm willing to pay you for your research if it has merit. Testing would be done by risking my own money. Just keep in mind that there are many strategies that "work" until you...

Trade conditions are very complex. There are lots of them and they mean different things when there is a particular combination of trade conditions on a trade. If anyone has a reference to the correct way to handle all trade conditions to produce the type of 1-min candle chart you see on most...