Q&A on automated historical back testing, cheap tick data help, use of models, and technical vs quant analysis

(Last Updated On: September 17, 2012)
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Q&A on automated historical back testing, cheap tick data help, use of models, and technical vs quant analysis

More questions from Meetup members:

Hey Bryan


Would you be kind to point to where I can understand what these models are about,

what they can do and what possible pitfalls with such modeling (especially in these politicized markets)?


–> I have a general how to a be a quant as these models are part of this picture

I am unsure of your question on: with such modeling. All I can say 80% of all trades in NYSE are done using algo which are driven by these models


Context for asking: My main goal is to become a good discretionary trader and only second to be a quant (for the above reason).

–> technical and funamental trading is becoming old school. I think algos will get the better fills on smaller retail/discretionary traders

But would love to know what quant models can do specifically – if I had a better idea I’d refocus my efforts maybe

–> this is an ongoing process as I am starting with ARIMA followed by GARCH model types


Also, I heard you mention about availability of historical tick data.

Where can I find 2-3 years worth of currencies and futures please??


I have some serious backtesting to do and need to do market replay in NinjaTrader and can find no

affordable data so far back.

–> You can use other automated ways of doing this through other open source trading platforms


Please advise


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About caustic

Hi i there My name is Bryan Downing. I am part of a company called QuantLabs.Net This is specifically a company with a high profile blog about technology, trading, financial, investment, quant, etc. It posts things on how to do job interviews with large companies like Morgan Stanley, Bloomberg, Citibank, and IBM. It also posts different unique tips and tricks on Java, C++, or C programming. It posts about different techniques in learning about Matlab and building models or strategies. There is a lot here if you are into venturing into the financial world like quant or technical analysis. It also discusses the future generation of trading and programming Specialties: C++, Java, C#, Matlab, quant, models, strategies, technical analysis, linux, windows P.S. I have been known to be the worst typist. Do not be offended by it as I like to bang stuff out and put priorty of what I do over typing. Maybe one day I can get a full time copy editor to help out. Do note I prefer videos as they are much easier to produce so check out my many video at youtube.com/quantlabs