Specific Data Sets to Test

P

PocketChange

Looking to standardize some algo testing, want to establish specific sets of date ranges to run algo's through for uniform testing purposes.

Both abnormal events, bull runs, bear runs, triple witch expirations etc.

ie. May 6 2010 flash crash intraday and May 1 - May 15 2010 for folio testing.

Looking for some uniform date range suggestions and reasoning.
 
Quote from PocketChange:

Looking to standardize some algo testing, want to establish specific sets of date ranges to run algo's through for uniform testing purposes.

Both abnormal events, bull runs, bear runs, triple witch expirations etc.

ie. May 6 2010 flash crash intraday and May 1 - May 15 2010 for folio testing.

Looking for some uniform date range suggestions and reasoning.
More...

The "Flash Crash" was the busiest I have seen...I don't remember the exact day (like May 6 for the flash crash), but the day that the TARP was rejected ( DJI down like 700) was a fairly busy day as well.

-gastropod
 
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