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PureBytes Links
Trading Reference Links
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Look at www.hquotes.com I download over 5000 quotes daily for stocks as a
backup for my real time, and it is the only one out of 3 that I have tried,
and that actually works. The data is free, you pay about 50 bucks one time,
for your choice of downloaders that will download futures, stocks, indices
etc. So far the data has been damn near perfect. It is not as fast as Dial
or some of the others, but free is good. They give you a free 30 day trial,
so what the hell, standard disclaimers apply no no and yes.
-----Original Message-----
From: unicorn@xxxxxxxxx [mailto:unicorn@xxxxxxxxx]On Behalf Of Alex
Matulich
Sent: Tuesday, June 15, 2004 11:00 PM
To: omega-list@xxxxxxxxxx
Subject: Re: Re[2]: EOD Data Services
>I have wondered about the spot prices and if there was any
>advantage to using them for any edge.
Some strategies may work better if signals are generated off the
spot prices and the trades are made in the futures market. Your
mileage may vary.
Spot prices are also useful for backtesting signals that rely on
price ratios, percent changes in price, annualized returns, etc.
Any time you have to compare two prices in history by calculating a
percentage difference or a ratio, you cannot use rollover-adjusted
contracts because the calculation would be invalid, especially if
the back-adjustment made some prices go negative.
Some rollover adjustments are not susceptible to this problem, such
as CSI's perpetual contract adjustment.
-Alex
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