Gold Hourly Data
Gold Hourly Data
Anyone got 10 years of hourly data on Gold they could send me / sell me - happy to share an interesting idea with anyone who has it
Please P.M me if you can help
Best
C
Please P.M me if you can help
Best
C
Here´s what I could find. 2001 until dec 2010. Will look for missing data.
http://www.mediafire.com/?ml54arm0sn4v02q
http://www.mediafire.com/?t5vpv29us79dejc
http://www.mediafire.com/?ml54arm0sn4v02q
http://www.mediafire.com/?t5vpv29us79dejc
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- Roundtable Knight
- Posts: 138
- Joined: Wed Nov 10, 2004 4:36 pm
I found this site as a good resource for spot forex, gold, and silver. The files contain 1 Minute data that you could use to construct bars in whatever interval you want.
http://www.forextester.com/data/datasources.html
http://www.forextester.com/data/datasources.html
yeah it ws teh zero hedge idea - think it made sense actually - but not a system one could seriously trade for all the obvious reasons - friend of mine tested out some time systems based loosely aound it - fascinating resultts - very seductive and very alluring !!! but probably not worth pusuing
best retropsective time based trade i have come up with is this
if year = 2008 then double everything
if year = 2009 shut down go on holiday
if year = 2011 then repeat 2009
if year = 2012 - actually havent got the code for this bit yet but will have in 220 trading days time
c
best retropsective time based trade i have come up with is this
if year = 2008 then double everything
if year = 2009 shut down go on holiday
if year = 2011 then repeat 2009
if year = 2012 - actually havent got the code for this bit yet but will have in 220 trading days time
c
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- Roundtable Knight
- Posts: 199
- Joined: Sun Oct 10, 2010 1:47 am
- Location: Melbourne Australia
Can anyone suggest the best source for historical options data?ratio wrote:Lots of historical intraday data for a cheap price
http://disktrading.is99.com/disktrading/
Options on equity indexes are the focus at the moment.
Motivation: Checking this out in my spare time for fun: http://papers.ssrn.com/sol3/papers.cfm? ... _id=375784
There are obvious flaws in the paper such as the fact that he calculates the rate of return as a fraction of the option premium and he claims margin requirements have only an insignificant effect which they do not.
William Gallacher in "Winner Takes All" reports a study he did which came to a different conclusion - no premium for sellers. He looked at more markets. Interestingly he reported a significant premium for option sellers on the S&P500, and for a different period the the study above.
You can get the results of extracting the data from the paper into a spreadsheet using the time-honored method of ruler and triangle here:
https://docs.google.com/open?id=0B_hpow ... E3MjJiMzIy
ASX200 options data are for sale at http://asx.com.au for $AUD50/year.
The data is also in the Australian Financial Review. For the study above you only need one day's data per month for 10 years or so.
CME advertises $375/year per product for options data here
http://www.cmegroup.com/market-data/dat ... ofday.html
No newspaper has S&P500 options prices that I am aware of.
Every time I spend time on options I regret it.