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Tullochgorum's user avatar
Tullochgorum's user avatar
Tullochgorum's user avatar
Tullochgorum
  • Member for 8 years, 6 months
  • Last seen more than 1 year ago
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Is there any thing out there as a substitute for KDB?
Not only is it not free, but as of 2019 it is time limited. From the licence: 1.4 Disabling Features. End User understands that the Kdb+ On Demand Software contains a feature which will automatically cause the Kdb+ On Demand Software to time-out six (6) months from the date of installation of the Kdb+ On Demand Software or such other date which Kx at its discretion identifies. Kx may at its discretion from time to time agree to extend use of the Kdb+ On Demand Software for a further six (6) months or such other period which Kx at its discretion identifies.
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Which database to choose for storing and aggregating finance data?
KDB+ is extremely expensive - 6 figures per year and up. They do have a free version, but it's time-limited and strictly for non-commercial use. Any revenue generating activity if forbidden.
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What data sources are available online?
The Dukascopy FX data is tick level and goes back for over a decade. Quality is pretty decent for free data. If you install the free demo of their JForex client, there is a Historic Data manager that enables you to conveniently download a wide variety of time and price based bars.
awarded
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Leverage and Drawdown
To counter the risk of impeding recovery, I've seen an interesting approach that uses a mix of long-term and short-term de/releveraging. If results over the longer time horizon are poor, the percentage of the account in play is reduced/increased. If there is a good/bad run of results in the short-term, the risk applied to the percentage of the account in play is increased/decreased quite rapidly. The originator of this idea claims it can be tuned to reduce variance without impacting on overall growth. Haven't tested this yet, but it's on the bucket-list.