I have a strategy which has been working well for the past about 1 1/2 years now it is producing a maximum drawdown that I have not seen in my testing in the past 5 years of back testing data. Added to it, it is also seeing maximum number of consecutive trades that are in a loss. How do we...
I need inputs from members on how to compare and select trading strategies for implementation from a pool of strategies.
I have 2 trading strategies which are in play almost throughout the year and in the back testing, provide an annualised return of about 12%.
I have another 3 trading strategy...
@Kevin Schmit
At this stage, I'm just looking for SP500 tickers 5 minute bars. Regular trading hours is good enough for now.
I know Python but I can pick up selenium and js also. I had used selenium a few years ago. Eventually point in time tickers will also be needed because of survivorship...
@MetaG thank you for the response. I looked at the company. Looks like it has been launched recently. And as you mentioned, they have also recently reduced some free data. What is the reliability of the historical data in this?
Thank you for your in inputs
@ZBZB thanks for the link. This is an exhaustive link. I will go through the data.
Also, I did not understand your question on source. firstratedata.com is free while barchart.com looks like will cost several hundreds or even thousand depending on the data.
@ZBZB thank you. It has 1 hour data for MSFT but 1 minute for Agilent. I will look through it - Not sure why it is completely free when others are charging seemingly upwards of $1000 and so - I understnad that there are quality issues but still..
@rb7 - yes I was also thinking that probably I...
Thanks to all of you for commenting
Thanks @Baron. Polygon.io is offering lot more services which I am not needing right now. So the $199/month is not really needed.
@SteveM this info is dated since Google Finance no longer works. Also alphavantage has maximum only 4-5 months of intraday data...
I need to download historical data for the S&P 500 stocks to start with for 5 minute. I have been recommended Norgate , but it is asking for six months of subscription. Is there any place where I can download data for once at hopefully between 50 and $ 100. I am looking for approximately 10...
Are there any websites that will give real-time (or close to real time) news pertaining to gold price.
I have looked at investing.com but it is too generic and even though I track the Fed announcements, I miss the EU announcement sometimes because of the influx of other news about individual...
Can anyone please provide information on what is the exact time that Fed meeting minutes are to be released today April 10, 2019. I could not get this information from the Fed website. They just provide the date.
Thanks for any inputs.
Sorry for the misunderstanding. When I say long short, it does not mean long and short at the same time. It just means that I will go along sometimes and short sometimes. It's basically a trend following strategy. I wish I would have said that earlier and prevented the discussion going into...
I am attempting to implement a strategy that goes both long and short on gold. But going long on gold, I will be long on GLD ETF. However, I cannot find anything which is as efficient as GLD for going long
The inverse ETF DGZ (-1x) has got very low volume and the bid-ask spread are quite wide...
I'm running some backtesting on TLT ETF prices and am quite puzzled by the asymmetrical behaviour than the bond prices decrease or increase.
Specifically, the trend following strategies seem to be working consistently better while shorting TLT but the mean reversion strategies when going long...
Has anyone tried courses from https://jbmarwood.teachable.com/? I have always found his articles to be insightful and am tempted to purchase . I'm not actually looking for any strategies, but it is the insights and how the strategies are built is what I'm hoping to learn. But given that there...
Hello
Are there any vendors or any place where I can get 1 hour data for a few ETF GLD, SPY, IWM and TLT - hopefully from at least 2006 onwards
there are plenty of vendors that are selling the data or a lot of stocks and ETF. But I just needed only these 4, in fact, I'm okay with just GLD at...
Hello
I'm looking for options strategies that worked during high volatility situations like 2008-2009. I do understand that iron condors, spreads can work in a variety of situations. But I wonder if there are certain categories or certain strategies that will work more than others in high...