Search results

Hello all Has anyone succeeded in getting the new IQFeed 5.0.0.14 working under Wine? This seems to be a big release with a feature I've been really looking forward to, namely millisecond timestamps. After apparently successfully installing it and logging in, I ran into the following...

Hi My first question is what the 'standard' period and benchmark rates are when people report Sharpe ratios without qualifying how they were computed. The two parameters I am thinking of are (1) the period (is it the mean *daily* return over the standard deviation, or some other period?)...

About IQFeed truncating all times at one second resolution, I asked about this and I'm sure they won't mind if I quote part of the reply I got here: "Better timestamp resolution is high on our priority list right now. We are evaluating what resolution is on the various exchanges, and taking...

For what it's worth, here's my low budget hobbiest market hacker approach: for storing historical data, doing various kinds of crunching and backtesting, I have a couple of super cheap machines at home filled up with the largest consumer grade 5400RPM 'eco' drives I could get (pre Thailand...

Hi I am trying to design AI-based trading strategies for short term futures trading, with holding periods from a few seconds to a few hours. I have heard that back testing using the last traded price is a bad idea, and that you should somehow take the orderbook into account. Unfortunately...