Tag Archives: cheap tick

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

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??

–>http://www.youtube.com/watch?v=Ry7igGVN1uQ&feature=plcp

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

 

Join the membership now for all this or understand the benefits here.

 

 

 

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

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!