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psandersen

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41 reputation
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What broker/feed/APIsetup allows for recording the most accurate data (cheaply)?

backtesting data high-frequency
apr 4 at 14:16 Bill the Lizard 127
25
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1
kviews

How much data is needed to validate a short-horizon trading strategy?

data time-series backtesting quant-trading-strategies arbitrage
sep 14 '11 at 23:47 chrisaycock♦ 5,212
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Estimate price movement per unit of volume for daily data

equities research trading market-microstructure
jul 11 '12 at 14:02 Brian B 6,183
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