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visits member for 3 years, 9 months
seen Jul 2 '12 at 15:08

May
31
answered S&P 500 list of stocks since 1960
May
23
asked Monthly data for popular indices (constituents).
Apr
11
comment FX Tick Data question
The GAIN data is quite unreliable (unordered and with gaps). The best place for free data I have found is dukascopy: dukascopy.com/swiss/english/data_feed/historical , although it would be great to see how that compares to a real provider.
Apr
6
answered data on historical stock price of bankrupt companies
Apr
1
awarded  Revival
Mar
30
answered Hedgefund-like behavior for covered call selling account?
Mar
30
comment How to design a custom equity backtester?
What happens if the signal is triggered during the last bar of the day? Do you assume you buy at the close or would you buy at the next (day) open?
Mar
27
awarded  Nice Question
Mar
23
awarded  Peer Pressure
Feb
11
awarded  Teacher
Feb
11
answered Training set of tick-by-tick data?
Feb
9
accepted Categories of systematic trading strategies?
Feb
9
awarded  Scholar
Feb
9
accepted How 'High' is the frequency in HFT?
Feb
9
comment How 'High' is the frequency in HFT?
Thanks! The article is exactly what I was looking for.
Feb
8
asked How 'High' is the frequency in HFT?
Feb
8
awarded  Supporter
Feb
8
awarded  Student
Feb
8
comment Categories of systematic trading strategies?
@Shane Please be my guest, you can probably phrase it better than me. Second try: "What are the subcategories for 'Trend Following' and 'Mean Reversion' strategies?. I know only of moving average crossovers for the former and pair trading for the latter. "
Feb
8
comment Categories of systematic trading strategies?
Saw it coming ;)... At least I know what kind of thing not to ask now.