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Thanks for the reference - PAL's software intrigues me and I contacted them to see if it accomplishes my goal. Will keep searching in the meantime.

Please take this question seriously. My questions / topics of interest to discover trading strategies: - Have you come across any technical analysis studies that leverage modern day computational power to combine N variable combinations over various holding periods to ascertain return...

great point, I will add nat resources into the mix, certainly affects the fundamentals Any insights on how to merge monthly and daily data? My options are: Convert monthly to daily, using same value throughout the month. Sum daily data to monthly level and proceed. Looses granularity...

bump. Anything?

To model the FX spot price of USDCAD, I am using the following data points: GDP TradeAccount CPI Employment Housing etc Many of these categories only have monthly or quarterly data. I'd like a more frequent set - perhaps weekly if at all possible. I'm curious what others have done...

Does anyone know of a website or service where I can run SQL commands to a database which houses NASDAQ stock information on a minute by minute basis? I can't seem to find any... Thanks! Ben

Ok let me back up SEVERAL STEPS. I mis-used the word data mining. My project is not the truest sense of the phrase but rather simply running some queries on tick data to find particular events like large spikes, slow drifting, and any other point of curiosity. Once I have a solid...

Occam, thank you very much for the information. By FAR the most helpful. You don't know of any CEP/TSDS threads or webpages that assist setting up personal DBs for data mining? jharmon, your point about random time interval ticks is exactly why i posted a message asking for assistance...

As you correctly pointed out, MS Access is going to struggle with large volumes so I am literally keeping this DB to one symbol. Really testing out some functionality. That being said, could you please re-address the questions I posted? I have some rough queries ready but am looking for...

Hello, I just created a simple equity tick-database in MS Access and now would like to run some queries and mine the information! (note: running sql through 3rd party software, cant stand MS access gui). However, i'm running into a couple basic issues: 1) When looking for a percent move...

Thank you guys for the information, really helpful. This is going to be a long project so I wont have updates for a bit.

It is a proprietary feed directly from the exchanges. Thank you very much for the Neoticker reference. Is that the best product available? I'm even having trouble getting a list of similar software programs..

My firm has access to tick by tick data in the US markets and we would like to install a charting/pattern-recognition software that uses our data feed. What I have discovered so far are applications like Tradestation which provides its own data. This is not ideal, I would prefer using my...

I am looking for a basic tutorial / guide on how to take a dataset of S&P500 data to forecast future prices. I have done regression predictions for one future value but when I start thinking about time series, i'm not sure how to proceed. Again, any basic step by step guide (link, article...

Happy New Year. I am writing to see if you can help me find a very specific financial platform / database. To date, I know of CRSP which provides daily as well as intraday prices but I am looking to interact with stock market data directly. Ie, not through Excel or SAS or MatLab, but...

I am looking for a career on wall street and know what duties I would like to perform but am not positive on the title or keywords to search for. Asking for a little help on pin-pointing this info. My current job guess is "investment strategy researcher". Job details in my head: I would...

I am looking for a career on wall street and know what duties I would like to perform but am not positive on the title or keywords to search for. Asking for a little help on pin-pointing this info. My current job guess is "investment strategy researcher". Job details in my head: I would...

savagemp5, don't waste your time with those type of posts and just remember, there is always someone out there better than you...

Hey Guys, I tried scanning this forum for sample code of momentum trading (any language will do). Currently I am using Matlab & R but am wondering do I go with something like Ninja Trader or a competitor or another language. Back to my main point: With sample code, I am not looking for...