Thanks.
So, assuming trading with IB (electronic markets), which is best to use for backtesting?
One advantage I can see with the combined electronic+floor data for backtesting is longer history (for the US 10 Year Note the combined data go back to 1982 vs. 1995 for the electronic only data).
Search found 2 matches
- Fri May 20, 2011 3:48 pm
- Forum: Testing and Simulation
- Topic: Electronic vs. floor+electronic futures data
- Replies: 3
- Views: 3686
- Thu May 19, 2011 4:09 pm
- Forum: Testing and Simulation
- Topic: Electronic vs. floor+electronic futures data
- Replies: 3
- Views: 3686
Electronic vs. floor+electronic futures data
This is a newbie question and I apologize if it's been discussed previously.
The issue is which data series to use - electronic vs. floor+electronic - if I'll be trading only the electronic market.
Using the 10 Year US Treasury Note contract as an example - It looks to me that Interactive ...
The issue is which data series to use - electronic vs. floor+electronic - if I'll be trading only the electronic market.
Using the 10 Year US Treasury Note contract as an example - It looks to me that Interactive ...