Trading Blox Equities Portfolio
Posted: Thu Jun 19, 2014 4:14 am
I would be very interested to hear from Tim, Jake et al just how they devised this portfolio. Would you guys care to comment?
Incidentally, see this thread at Traders Place: http://tradersplace.net/forum/thread/38 ... -to-trade/
In particular:
Incidentally, see this thread at Traders Place: http://tradersplace.net/forum/thread/38 ... -to-trade/
In particular:
Personally I prefer to design my own index rather than trade say Russell 1000 stocks. But there you go.I'm too investigating this issue at the moment. I have a solution at the moment that I use for my business, but I'm looking for a low cost solution to use for a new book. My current live solution is far too expensive for normal traders and I want something solid to recommend at retail prices.
My conclusion as well is that Norgate (Premium Data) seems to be the top choice. I'm not finished with my investigation yet, but so far they seem to have the strongest offering. The prices are almost silly and can't get much closer to free. That's not the interesting part though.
I had a long talk with one of the owners last week. They have some very intersting things in the pipeline and he seemed surprisingly knowledgable about what serious quant modellers need. Their website is crap and almost made me disregard them completely, but here's what I found out after speaking to them:
They cover pretty much all US stocks, except penny stocks which don't interest me anyhow.
They also cover a few other countries, but frankly for me the choice is US or world coverage. Adding Oz and a couple of more doesn't change anything for me.
They have full dividends history, including normal cash dividends (which their site says that they don't)
They cover delisted stocks.
They have historical index constituents, funny enough implemented the exact same way that I do myself. You'll have an indicator, where you provide inputs GOOG, NDX for instance, and the indicator will show you 1 on the days when Google was part of the Nasdaq 100 and 0 when it was not.
They are right now developing a plugin to RightEdge to get historical data and index memberships.
I volunteered to test out their new RightEdge plugin and I'll report back with my findings. So far, I'm positively surprised over this company.