Access to unlimited historical data

So is saying that you are more intrigued by the guy's success without really knowing anything about his methodology and approach a fair way of putting it?


globalarbtrader said:
Because most people who do that kind of thing fail badly, through overfitting. And they normally fit specific to a market, and they also have to refit their models frequently. So this guy is doing something genuinely different, and making a success of something that most people fail at. Personally I find that interesting. There's also enough of a hint that I can speculate on what they might be doing, compared to say Jim Simons where I have absolutely no clue and I probably couldn't replicate it anyway.

So it's more like Ferrari revealing a concept car with no engine that still runs.

GAT
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well, quandl offers mostly only EOD data sets for those international markets that it covers. Not sure about US data, just commenting about their non US market data.

just21 said:
You can get unlimited amounts of free daily data from www.quandl.com They have a lot of intraday data as well at low cost.
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I am reading stuffs about Open Sourcing / Unix Philosophy (The Cathedral and the Bazaar) and maybe what this guy found at his job were skilled beta-testers (Skills & Experiences) + tools (of course). But we don't know if he ever mentioned his concept to his colleagues. I am sure traders have a lot to learn from "Hackers" and it's philosophy. However the only hackers turned traders that I know ended up in jail. More data is more of a calamity (Up to a point).

http://www.wired.com/2013/02/big-data-means-big-errors-people/

https://www.quora.com/Is-Nassim-N-Talebs-criticism-of-big-data-fair
 
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By the way - which book is it? Can't seem to recall this guy.

I think I got only the two first, which I liked a lot. Never bothered to get the third and the fourth.

Worth reading?
 
conduit said:
well, quandl offers mostly only EOD data sets for those international markets that it covers. Not sure about US data, just commenting about their non US market data.
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It has never been easier to get a lot of intraday data at low cost. Take a one month subscription to eSignal classic for $45, use qcollector to take the data out and then cancel.
 
You mean the 30 days of tick data most vendors only offer? First of all, I question that is possible when not subscribing to foreign exchange real time data. Then this might only hold true for certain limited asset classes.

just21 said:
It has never been easier to get a lot of intraday data at low cost. Take a one month subscription to eSignal classic for $45, use qcollector to take the data out and then cancel.
More...
 
Guess, I have to follow his footstep. I have access to unlimited data...have just started testing patterns (i.e. mainly using the patterns that Jack Hersey provided on ET) of intraday GBPUSD 1min to 1Hour, ranging from 1996 to 2016. Some patterns I see 99.999999999999% consistency but some patterns are not statistically significant. Soon, I will add moving average into my research and see if it generates some interesting result.
 
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