Quant development: Seeking reliable historical data

(Last Updated On: April 11, 2011)

Quant development: Seeking reliable historical data

Of Currencies, Commodities, Indexes and Stocks.
I have developed a new semi artificial intelligent / learning Algo-Trading system capable of learning and trading on any type of financial asset.
In order to test it I built a simulator and have so far tested it with 5-6 years of several Currencies historical data (downloaded from a MT4 platform via EA).
In order to further test it I am looking for a reliable source to get historical every “tic” data starting from 01 Jan 2005 for a verity of Currencies, Commodities, Indexes and Stocks.
Any recommendations ?

think I can help with most of the futures tick data from 2000 onward if in ASCII format if that’s ok, send me a private message

I  also have developed a new system and looking for historical fundamental (i.e. quarter financial statements) for all the stocks being traded on US stock markets.
I have a quarter fundamental/historical/and other data for the last 3 years and yearly data for the last 12 years.
The data I am looking is quarter fundamental data for the last 12 years.

My system have started to run about 1 month ago and I publish a daily results and recommends for the next day on http://hphedge.blogspot.com/

My firm, FXCM (ticker: FXCM), sells an application that allows you to pull tick data or 1min and higher data for all of our trade-able currency pairs (about 50). The tick data goes back to 2008 for most pairs, and the 1min and higher data goes back to 2001. The one-time purchase price is $750 for the application, and you’ll be able to use it for the rest of your life. I don’t have data for any commodities, stocks, or indexes though, just currencies. Private message me if you are interested. (Ronen, if you’re testing your system off the readily available data from MT4, I highly recommend purchasing this application to test your system on accurate historical prices; The default MT4 data is not 100% accurate, and will give you unreliable back-test result

If anyone knows where to get clean daily data for the Asia-Pacific futures markets at a reasonable price, I would appreciate it


From Linked in group discussion


NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Subscribe For Latest Updates

Sign up to best of business news, informed analysis and opinions on what matters to you.
Invalid email address
We promise not to spam you. You can unsubscribe at any time.


Check NEW site on stock forex and ETF analysis and automation

Scroll to Top