Traders' Roundtable

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

Going HF Chris

HEHE - Not on your life !!!!

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

VERY kind and much appreciated
C

Chelonia wrote:Going HF Chris

Chris67 wrote:HEHE - Not on your life !!!!

Music Composer Tom Hamilton “used his unique compositional system to convert fluctuations in spot gold price charts into streams of electronic sound. . . . . . . . the musical result mirrors the ebb and flow of the marketâ€

Well
what Im looking at is a system that is so simple its ridiculous - it has made 40%+ cagr for 12 years and involves 2 trades per day and it involves Gold - to good to be true - well it probably is - but my word !!!

probably didnt trade short much.....


Hopefully this is more than the sell the open and buy the close......taking advantage of the so-called "manipulation".

Here´s what I could find. 2001 until dec 2010. Will look for missing data.

Download and install a demo version of Metatrader 4 and then use the export function from the history centre to download data from September 2011 to the present for the missing data.

if it is the overnight trade posted on zerohedge make sure you read the 3rd to last paragraph of the original sk options piece where it points out that all the advantage is gone if you have to participate in the 20 cent bid ask spread.

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

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

Lots of historical intraday data for a cheap price

http://disktrading.is99.com/disktrading/

ratio wrote:Lots of historical intraday data for a cheap price

http://disktrading.is99.com/disktrading/

Can anyone suggest the best source for historical options data?

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.

Chris67 wrote: 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

Shall we impliment this once the blox for the flux capacitor is completed?