11–20 of 87 posts
A cautionary note on backtesting (ie, assessing how trading strategies would have performed over a historical period in time). If an a posteriori probability distribution is a good fit for historical events, it doesn't mean in any way it is going to fit future data points. It may or may not. Hence, use backtesting with care while trading.
Earlier quoted context omitted.
Why did you choose that over something like Yahoo! Finance or Google?
yeah that caught us out - we found that even though the data is freely available from those sources, you're not allowed to include that data in a commercial app :-(
Earlier quoted context omitted.
We're using Xignite's API right now. It's super-simple to integrate with.
How far back does it go?
This is fantastic. Love the clean, straightforward interface. However I have a feeling that anyone knowledgeable enough to profit from this is probably already heavily invested in another system for doing these calculations and/or feel the rules system isn't flexible enough. One thing you could do is to implement sharing. ie, have a list of "top performing strategies measured from date of creation". Then let users su…
A cautionary note on backtesting (ie, assessing how trading strategies would have performed over a historical period in time). If an a posteriori probability distribution is a good fit for historical events, it doesn't mean in any way it is going to fit future data points. It may or may not. Hence, use backtesting with care while trading.
Earlier quoted context omitted.
yeah that caught us out - we found that even though the data is freely available from those sources, you're not allowed to include that data in a commercial app :-(
Oh really? That's interesting - does that apply even if it's not distributed with the commercial app? I'm sure I've used trading platforms before which use Yahoo...
This is fantastic. Love the clean, straightforward interface. However I have a feeling that anyone knowledgeable enough to profit from this is probably already heavily invested in another system for doing these calculations and/or feel the rules system isn't flexible enough. One thing you could do is to implement sharing. ie, have a list of "top performing strategies measured from date of creation". Then let users su…
Thanks for the great feedback. Do you think people would be too protective of their strategies to participate though?
This is fantastic. Love the clean, straightforward interface. However I have a feeling that anyone knowledgeable enough to profit from this is probably already heavily invested in another system for doing these calculations and/or feel the rules system isn't flexible enough. One thing you could do is to implement sharing. ie, have a list of "top performing strategies measured from date of creation". Then let users su…
Thanks for the great feedback. Do you think people would be too protective of their strategies to participate though?