576 reputation
413
bio website moderntoolmaking.blogspot.com
location San Francisco, CA
age 27
visits member for 3 years, 1 month
seen Feb 24 at 14:18

Aug
3
asked Are there any brokerages which use URL-based web APIs?
Jul
28
comment Free paper trading site with an API
Great, thank you.
Jul
27
accepted Free paper trading site with an API
Jul
27
comment Free paper trading site with an API
How much trading do you need to do to get the fees waived?
Jul
26
awarded  Teacher
Jul
19
comment Free paper trading site with an API
I actually based my request off Collective2... their web API is great, but I just wish it was free. Out of curiosity, have you used their site for automatic execution at a brokerage? I was thinking of setting up something like this: My Model -> Collective2 -> Interactive Brokers, and was wondering how well that would work for autotrading. I could of course connect my model directly to the IB API, but it looks like that's a pain to configure. How easy is Collective2 to use?
Jul
18
comment Free paper trading site with an API
Unfortunately, Tradery doesn't have an API for their virtual accounts.
Jul
18
asked Free paper trading site with an API
Jul
12
awarded  Commentator
Jul
12
comment Any known bugs with Yahoo Finance adjusted close data ?
The quantmod function adjustOHLC() can calculate correct adjust prices, using dividend and adjustment data from yahoo.
Jul
12
accepted Earnings and valuation data sources online
Jun
3
accepted How to simulate slippage
Jun
2
comment How to simulate slippage
Thanks for the detailed response! I don't think I'm quiet at the point to justify paying for higher frequency data. I've got a model I'm back-testing using free daily OLHC data, and I'm trying to figure out how accurately I can simulate trading, given these constraints. Currently, I'm probably looking to make about 1 trade per week at very low volume, so execution automation isn't a high priority for me.
Jun
2
asked How to simulate slippage
May
23
answered Simulating Returns
May
23
comment Free intra-day equity data source
@Joshua Ulrich: What kind of account fees do they have? Do I have to pay anything, or could I just park $5000 in some kind of money market account?
May
23
asked Earnings and valuation data sources online
Apr
28
comment Quantmod: what's the difference between ROC(Cl(SPY)) and ClCl(SPY)
Thanks for the information. Which type of returns does PerformanceAnalytics expect when calculating things like sharpe ratio or charting equity?
Apr
27
comment Quantmod: what's the difference between ROC(Cl(SPY)) and ClCl(SPY)
What I want to do is generate a series of returns that I can modify with a simple -1/1 trading system, and then pass to PerformanceAnalytics::charts.PerformanceSummary to plot my equity, returns, and drawdowns.
Apr
27
accepted Quantmod: what's the difference between ROC(Cl(SPY)) and ClCl(SPY)