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Check Quantpedia’s list of historical data providers. There are a lot of options you may choose from …

Finance/Math Phd is the most respected (more than certificates) ... Then you have CFA (already mentioned, probably the hardest, but it doesn't mean that it's the best), CQF (Certificate in Quantitative Finance - really good), FRM (risk management certificate), CAIA (Chartered Alternative...

What is your budget? There are dozens of solutions with a different prices, you may review or list of platforms for backtesting ...

Just a small info relevant to this thread - we have performed an out of sample analysis of skewness effect in commodities (built on a research paper written by Fernandez-Perez, Frijns, Fuertes and Miffre - The Skewness of Commodity Futures Returns) and it still works well. You can read more...

Check Quantpedia's master list of historical data sources. Premium data si for example good value for money.

What is "costly" for you? You may check the following Quantpedia's list of providers of historical data.

If you plan to read technical/challenging articles/books then i will point you directly to financial academic research. You may try SSRN and search directly what you are interested in ... Or alternatively, you can try Quantedia, which has a curated algo/quant trading research sorted based on...

You may check the following list of historical data sources. I am sure you will find something there ...

You can check the following list of historical data providers, but if the historicaloptiondata.com and ivolatility is expensive for you, then i am afraid that others would be even more expensive.

What you have proposed is a very simple strategy. On your place, I would download all data to Excel (prices + dates of events) and then do an analysis in plain, old and simple Excel.

You can check academic research and dig out equity long short papers and estimate average performance of equity long-short strategies. Check for example: https://quantpedia.com/Chart/Performance (look for keyword equity long short) However, I would take that average number with a little...

That's a very clever question indeed ... Hard to answer, but a few months ago, I have read one interesting research paper which deals with that question: an Hemert: The MOM-TOM Effect: Detecting the Market Impact of CTA Trading http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2515900...

Howard: I would recommend R. It has all the functionalities of Matlab and much better price ($0 :) ). You may also try to use Amibroker if you are not so familiar with coding. You must write a code in Amibroker but it is relatively easy to learn even for non-coders. There are a lot of...

I described it more here: http://www.elitetrader.com/et/index...ia-of-quantitative-trading-strategies.290913/

I described it more here: http://www.elitetrader.com/et/index.php?threads/quantpedia-the-encyclopedia-of-quantitative-trading-strategies.290913/ We are reviewing academic research papers related to quantitative trading. We select the best papers and extract trading rules in plain language...

We have created a long list of historical data sources as a help for traders to choose a source they are looking for: http://quantpedia.com/Links/HistoricalData We have a good responses on it so I believe it will be useful for you ...

We have added a comprehensive list of software for backtesting/optimalization: http://quantpedia.com/Links/Backtesters We have a good response to it so I believe it will be useful for you ...

All data on Quantpedia are from source research papers. But we did also our own tests for our own purposes (trading). That's common myth on internet which is not based on truth. In reality a lot of good strategies are published and a lot of hedge funds are very transparent. The reason why they...

A lot of quant trading stuff to read can be also found on blog at www.quantpedia.com.

Hi guys, I think this is an appropriate place to tell about it as I hope our site www.quantpedia.com can be useful for you. We are continually bulding database of quantitative trading strategies derived out of the academic research papers. We read a lot of papers (from research portals...