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| bio | website | moderntoolmaking.blogspot.com |
|---|---|---|
| location | San Francisco, CA | |
| age | 26 | |
| visits | member for | 2 years, 2 months |
| seen | May 18 at 21:10 | |
| stats | profile views | 48 |
I'm a data hacker! http://www.kaggle.com/users/6696/zach
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Jul 27 |
comment |
Free paper trading site with an API How much trading do you need to do to get the fees waived? |
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Jul 26 |
awarded | Teacher |
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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? |
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Jul 18 |
comment |
Free paper trading site with an API Unfortunately, Tradery doesn't have an API for their virtual accounts. |
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Jul 18 |
asked | Free paper trading site with an API |
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Jul 12 |
awarded | Commentator |
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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. |
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Jul 12 |
accepted | Earnings and valuation data sources online |
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Jun 3 |
accepted | How to simulate slippage |
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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. |
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Jun 2 |
asked | How to simulate slippage |
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May 23 |
answered | Simulating Returns |
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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? |
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May 23 |
asked | Earnings and valuation data sources online |
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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? |
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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. |
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Apr 27 |
accepted | Quantmod: what's the difference between ROC(Cl(SPY)) and ClCl(SPY) |
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Apr 27 |
revised |
Quantmod: what's the difference between ROC(Cl(SPY)) and ClCl(SPY) added 86 characters in body |
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Apr 27 |
awarded | Editor |
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Apr 27 |
revised |
Quantmod: what's the difference between ROC(Cl(SPY)) and ClCl(SPY) added 213 characters in body |
