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Interesting. But it looks like a too big project if the goal is to development a bloomberg-like terminal platform. It is possible to implement certain useful core part of a trading platform. What is the feature list you have in your mind? A few more points that may also help: C++ (much more...

It is because MS is proprietary and cannot do all the things the tech/science world need. If you look at Top500 Supercomputers, almost all of them are based on Linux, or BSD or Unix. If you are doing code optimization, the best optimizing compilers for you to use is probably only open source...

Exactly correct, the data-mining/snooping bias is a big issue in almost all back-testing where the historical data is not properly used. I also think it is extremely challenging to solve. Some smart people out there may know. Historical patterns do repeat again and again somehow in some way and...

I use MS Windows as the front-end because my brokerage firm only supports Windows not Linux. I use Linux for all other activities in trading, backtesting, statistics, filtering, reporting, etc. For serious guys doing a lot of heaving coding, scripting, code optimization, high-performance...

see. losers made the same mistakes again and again even the same thing been said again and again and again just like that "enough data" used all all market conditions.

The best backtest result does not make much sense in real trading even you use tick data for years in the backtest. It is more interesting to know the worst result of your best backtested system when you are in the wrong market. The big problem of backtesting is using the historical data...

very true

question answered. i sucking idiot still.

losers game buy buy buy

Yahoo Financial provides 1 minute intraday data on the current day and 5 minutes data for the past 5 days. Google provies 1 minute intraday data for the past 15 days. However both of the them have a big problem. Only partial of the volume in the minute data are recorded, around 90% for yahoo...

I did backtest using intraday minutes data from google or yahoo instead of using tick data. The problem using any data in backtesting is in liquidity and out of band data that will eventually invalidate the backtesting results. So what I do is firstly to purify the intraday data by applying a...

Hi, I just did a statistics analysis of the market performance for each day of a week, Mon(1), to Fri(5). I saw it makes sense saying "black Monday". People makes BS if saying black other days (Tue to Fri). Both the worst and the best days happened on Mondays. Monday shows the most number of...

What is a trend? What is defined as momentum? Everyone has his/her own definition. It is useless without a mathematically precise definition. So a momentum up trend could be all these conditions are true. 20/50/200 days moving average slope is positive, and all 20/50/200 days volume moving...

Not there yet. Computers no matter how powerful are nothing without the human who program it to do useful things. Us human still stupid enough. AI or machine learning really has no intelligence yet.

I think the nature of S, that is, standard deviation, or called sigma, σ in math, is that statistically S is not just to show the degree of variation, but also a measure for the probability distribution. For example, the probability for the price to be in range of average R+S is 75.9%, and...

One of the applications to use sd is to set the width of Bollinger Bands. But it seems using average range +- sd is more interesting to define price band.

The above ordered list helps me know which economic data I should pay more attention. For example, this week, it says there are a few at the top are important. 1 FOMC Rate Decision 4 Current Account 5 CPI 6 Core CPI 9 Housing Starts 10 Building...

This is a tough question. Many believe they know some economic data releases are very significant and so a true market movers, and some are trivial. From Yahoo's financial website, it lists at least 65 active economic data releases in the economic data calendar, including such as FOMC Rate...

Well, I would answer your question in a more generic form: what is the advantage of this yet-another TA project when there are already a lot of TA software and tools available. There are trade-ideas.com (sorry, I really do not know about it), R language for financial, R/xts, q/kdb+, etc. The...

Hi bidask201: One of the initial goals of the aq tool-set is to do back-testing based on eod and 1-min data using aqlang programs that could be very simple or very sophisticated. It is surely not designed to deal with everything. processing tick-data is not in the design so far...