Skip to main content
Quantitative Finance

Return to Question

added 155 characters in body
Source Link
PeeS
PeeS
  • 115
  • 5

First of all, warm hello to all. I am newbie and i admit it, but with at least 15+ years of exp in C++. Working in IB - derivatives mainly, but unfortunately on the business side not trading at all. Got interested in Quant trading very much.

Intro: I am learning very hard to understand the basics of quant trading currently building my first out of 2 applications. The Feeder - which generally speaking retrieves tick data (OHLC, price and volume) from Bitcoin Exchanges with a resolution of 1 minute (queries the markets every minute and stores the tick values in the database). No place to mention theory i read about in books and blogs.

Question: Is it enough to get the tick values from exchanges to be able to backtest strategies ? Should i consider downloading orderbooks too?

Reason: I am interested in backtesting and eventually quant trading Bitcoins, no options, futures or any derivatives. I understand BTC markets as FX.

First of all, warm hello to all. I am newbie and i admit it, but with at least 15+ years of exp in C++. Working in IB - derivatives mainly, but unfortunately on the business side not trading at all. Got interested in Quant trading very much.

Intro: I am learning very hard to understand the basics of quant trading currently building my first out of 2 applications. The Feeder - which generally speaking retrieves tick data (OHLC, price and volume) from Bitcoin Exchanges with a resolution of 1 minute (queries the markets every minute and stores the tick values in the database). No place to mention theory i read about in books and blogs.

Question: Is it enough to get the tick values from exchanges to be able to backtest strategies ? Should i consider downloading orderbooks too?

First of all, warm hello to all. I am newbie and i admit it, but with at least 15+ years of exp in C++. Working in IB - derivatives mainly, but unfortunately on the business side not trading at all. Got interested in Quant trading very much.

Intro: I am learning very hard to understand the basics of quant trading currently building my first out of 2 applications. The Feeder - which generally speaking retrieves tick data (OHLC, price and volume) from Bitcoin Exchanges with a resolution of 1 minute (queries the markets every minute and stores the tick values in the database). No place to mention theory i read about in books and blogs.

Question: Is it enough to get the tick values from exchanges to be able to backtest strategies ? Should i consider downloading orderbooks too?

Reason: I am interested in backtesting and eventually quant trading Bitcoins, no options, futures or any derivatives. I understand BTC markets as FX.

Source Link
PeeS
PeeS
  • 115
  • 5

Newbie Quant: Bulding price feeder to securities master db

First of all, warm hello to all. I am newbie and i admit it, but with at least 15+ years of exp in C++. Working in IB - derivatives mainly, but unfortunately on the business side not trading at all. Got interested in Quant trading very much.

Intro: I am learning very hard to understand the basics of quant trading currently building my first out of 2 applications. The Feeder - which generally speaking retrieves tick data (OHLC, price and volume) from Bitcoin Exchanges with a resolution of 1 minute (queries the markets every minute and stores the tick values in the database). No place to mention theory i read about in books and blogs.

Question: Is it enough to get the tick values from exchanges to be able to backtest strategies ? Should i consider downloading orderbooks too?