P Prevail Guest Sep 16, 2006 #1 Does anyone have more than 8 years of eur/usd data, daily, to run a back test? Attachments eurusd curve.jpg eurusd curve.jpg 234.2 KB · Views: 71
I illiquid Sep 16, 2006 #2 You'd need a synthetic composite, don't know how accurate that would be for your needs.
P Prevail Guest Sep 18, 2006 #4 Quote from illiquid: You'd need a synthetic composite, don't know how accurate that would be for your needs. More... I've used synthetics before. It would be challenging to perform the test, thanks for the idea though.
Quote from illiquid: You'd need a synthetic composite, don't know how accurate that would be for your needs. More... I've used synthetics before. It would be challenging to perform the test, thanks for the idea though.
P Prevail Guest Sep 18, 2006 #5 Quote from Wallace: Here's a pay source: http://www.globalfinancialdata.com/index.php3 More... Thanks, at this point i'm more interested in someone running the code on their data before making the investment. I don't think I even want to dig out my ts4 at this point.
Quote from Wallace: Here's a pay source: http://www.globalfinancialdata.com/index.php3 More... Thanks, at this point i'm more interested in someone running the code on their data before making the investment. I don't think I even want to dig out my ts4 at this point.
Buy1Sell2 Sep 18, 2006 #6 Quote from Prevail: Does anyone have more than 8 years of eur/usd data, daily, to run a back test? More... When did the Euro become a currency?
Quote from Prevail: Does anyone have more than 8 years of eur/usd data, daily, to run a back test? More... When did the Euro become a currency?
P Prevail Guest Sep 18, 2006 #7 good point. ever do synthetic straddles on the eur/usd like you do on the sp? Quote from Buy1Sell2: When did the Euro become a currency? More...
good point. ever do synthetic straddles on the eur/usd like you do on the sp? Quote from Buy1Sell2: When did the Euro become a currency? More...