I agree that the consistency of calculations on the data is important. If you are interested in comparing financial metrics for different stocks,...
Differences for total returns might be because of different ways of calculating adjusted prices and not necessarily bad data. Yahoo says it uses...
I attached mstr_total_return.csv with almost the same format as before for the symbols in symbols_422.txt plus S&P 500 symbols. The date column...
I retrieved and formatted the data with a combination of - wget, bash (including other shell commands), and perl to get S&P 500 symbols from...
The attached mstr_total_return.csv with columns separated by semicolon and lines terminated with newline has the total return data downloaded from...
I saw that post, but I was reading left-to-right and thought one would need help from one of [ATTACH] to trade them:D.
I've heard of the proverb, "Good things come to those who wait." So I tried the same strategy delayed one week: If (today is the fourth Friday...
Using yahoo's S&P 500 data (yahoo symbol ^GSPC), I ran a test with the logic for this strategy as: If (today is the third Friday of the month) or...
With all the books, articles and videos having Larry Pesavento's name attached, he probably doesn't have time for out-of-this-world business...
https://ninjatrader.com/support/helpGuides/nt8/en-us/?optimization_fitness_metrics.htm#UnderstandingMaxStrength [ATTACH] I guess they aren't...
https://investor.vanguard.com/investing/transaction-fees-commissions/stocks Enjoy broad access to around 1,800 ETFs—all commission-free¹...
Trading at Settlement? https://www.cmegroup.com/trading/trading-at-settlement.html
Even though the training data spanned more than 55 years, I'm not too surprised a genetic program strategy with so many inputs could show good...
https://etfdb.com/etf/QQQ/
SA Market Forecaster has already won the gold reversal medal of fast starting of new threads.:D
Thanks. I'd name the hedge fund something like Fractal Recurrent Assets Underlying Dynamic Systems:) What you have done with your FasterQuant...
I looked at Genetic System Builder a little mostly because I wanted to see what the nature of its generated code looks like. Here are some notes...
Inspired by https://www.elitetrader.com/et/threads/200-points-fall-is-coming-up-in-gold.334310/ and related threads, I decided to try using my...
I tried a variation of buying at the next close and selling at the following open with a genetic programming rule generator that I wrote. An...
If the price pairs (prev_close_price, today_open_price) were (100, 50) (50, 60) (60, 75) and you started with $100, the result would be -$50 +...
Separate names with a comma.