Pair Trading Strategy Journal

Yeah.......Jared has said the same with regard to other programs having similar problem with Yahoo data feed. Apparently Amibroker is one of them, so the fault lies with the Yahoo feed. Jared says they will try and get Yahoo to investigate, and if no progress in a week they will attempt to code around the bad data feed within the PFT program.

Hopefully Yahoo can identify and fix the problem. Would like to run PFT on the free feed for awhile longer so I can better understand if PFT gives me an edge, but might have to bite the bullet and buy the IQ feed to continue evaluating.
 
Quote from mweather:

Yeah.......Jared has said the same with regard to other programs having similar problem with Yahoo data feed. Apparently Amibroker is one of them, so the fault lies with the Yahoo feed. Jared says they will try and get Yahoo to investigate, and if no progress in a week they will attempt to code around the bad data feed within the PFT program.

Hopefully Yahoo can identify and fix the problem. Would like to run PFT on the free feed for awhile longer so I can better understand if PFT gives me an edge, but might have to bite the bullet and buy the IQ feed to continue evaluating.
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Anyone here anything from Jared....or is this the end of PTF ? I was just getting started with it and would also hate to pay 80$/month to try this thing out...
 
Last update from Jared on 7/18/21:

" Yes, this issue is affecting quite a number of our traders, we are currently working on it, my programmer thinks it may be a hacker disrupting yahoo finance as they wouldn't purposely put in these erroneous quotes/dates you're seeing, as you know there has been a number of hacking incidents on large companies this year including the Nasdaq back in February, a number of other software programs that rely on yahoo data are experiencing the same issue, it's not a bug within PTF, we are awaiting possible feedback from yahoo before jumping to any conclusions, if we don't hear back from them within a week my programmer is going to attempt to code a fix around the issue. I ask that you please be patient in this unusual event, this has never occurred before in our 4 years of operation and is the give and take of using free data. Please email us again in 1 week time for an update"


....so I figure I'll run the program this week and see how it goes and check back with him at the end of the week.
 
Quote from mweather:

Last update from Jared on 7/18/21:

" Yes, this issue is affecting quite a number of our traders, we are currently working on it, my programmer thinks it may be a hacker disrupting yahoo finance as they wouldn't purposely put in these erroneous quotes/dates you're seeing, as you know there has been a number of hacking incidents on large companies this year including the Nasdaq back in February, a number of other software programs that rely on yahoo data are experiencing the same issue, it's not a bug within PTF, we are awaiting possible feedback from yahoo before jumping to any conclusions, if we don't hear back from them within a week my programmer is going to attempt to code a fix around the issue. I ask that you please be patient in this unusual event, this has never occurred before in our 4 years of operation and is the give and take of using free data. Please email us again in 1 week time for an update"
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I think this is bs. My experience had been that the quotes are downloaded ok but the CI still shows random, extremely low number for a pair. When you refresh prices it all comes back. If you restart the program it may happen to some other pair.

Also, I noticed that when accessing off internet, things go crazier. wrong CI, 0% correlations etc. I tend to believe this is PTF related but of course no one admits that it is their product. I just hope they eventually work on it. ..

btw the whole hacking excuse is funny....
 
Yeah, a little strange to attribute to hacking but be that as it may......I poked around on the internet and see people complaining about the Yahoo data feed corrupting Amibroker program at same time things went south with PFT and Yahoo feed. Also, I don't think anyone is complaining about PFT with paid IQ feed....which again says it is a problem on Yahoo side.

Hopefully Yahoo can fix their feed, or PFT can update their program to weed out the flaky prints that come in. However, if option 2 is the approach than it might be best to punt on the free feed and pay for the data from IQ.
 
Quote from amitkumar_ny:

I think this is bs. My experience had been that the quotes are downloaded ok but the CI still shows random, extremely low number for a pair. When you refresh prices it all comes back. If you restart the program it may happen to some other pair.

Also, I noticed that when accessing off internet, things go crazier. wrong CI, 0% correlations etc. I tend to believe this is PTF related but of course no one admits that it is their product. I just hope they eventually work on it. ..

btw the whole hacking excuse is funny....
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PTF is set up to use, but is not dependent on Yahoo data. You have to make a business decision regarding the 'cost' of free data. If you're serious about trading switch to IQ Feed. With a monthly bill there is accountability from the provider. Its a bit difficult to complain about a service which is free
 
Quote from coreed:

PTF is set up to use, but is not dependent on Yahoo data. You have to make a business decision regarding the 'cost' of free data. If you're serious about trading switch to IQ Feed. With a monthly bill there is accountability from the provider. Its a bit difficult to complain about a service which is free
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who is complaining about free service? I am possibly only complaining about tech support of software I paid for..
 
Yes, the yahoo feed seems to be ok again today, and the PTF acts normally. Hope it stays like that. I have not heard any news if it is permanently fixed though. Lets hope so.
 
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