http://www.dmaxx.com/TheBooks/DataManager.htm
Hope this helps.
Thanks for the info Ragner. But the web site says TheBooks is designed for CTA with managed accounts or CPO. It's based on MS SQL Server which indicates a big application with big cost associated with it. However I didn't see how ...
Search found 4 matches
- Wed Oct 20, 2004 2:25 pm
- Forum: Testing and Simulation
- Topic: Data tools to build continuous futures eod data?
- Replies: 9
- Views: 11877
- Mon Oct 18, 2004 9:47 pm
- Forum: Testing and Simulation
- Topic: Data tools to build continuous futures eod data?
- Replies: 9
- Views: 11877
- Mon Oct 18, 2004 4:45 pm
- Forum: Testing and Simulation
- Topic: Data tools to build continuous futures eod data?
- Replies: 9
- Views: 11877
- Mon Oct 18, 2004 3:16 pm
- Forum: Testing and Simulation
- Topic: Data tools to build continuous futures eod data?
- Replies: 9
- Views: 11877
Data tools to build continuous futures eod data?
Hi all,
I am new to testing trading strategies. I have daily futures ascii data like CL04H, CL04M, CL04U,.....etc. Can anyone tell me where I can find a program to link them together and make a continuous contract? Back-adjusted method is preferred.
Thanks in advance!
I am new to testing trading strategies. I have daily futures ascii data like CL04H, CL04M, CL04U,.....etc. Can anyone tell me where I can find a program to link them together and make a continuous contract? Back-adjusted method is preferred.
Thanks in advance!