Comments on: portfolio: atomic element of a trading strategy

By: Hack the market » Every sunken ship’s got a room full of charts

Hack the market » Every sunken ship’s got a room full of charts — Wed, 12 Nov 2008 19:31:39 +0000

[...] this gem of a quote in a comment on the big picture and it reminded me, somewhat circuitously, of another one of the things I view as axiomatic about algorithmic [...]

By: Craig

Craig — Mon, 15 Sep 2008 20:35:54 +0000

Nice, I look forward to futures posts.

By: tito

tito — Mon, 15 Sep 2008 19:47:50 +0000

Thank you, Craig. In general, we use lots of different data sources … but for this test specifically, I only used daily data from yahoo. The data is collected into a database daily and StratBox accesses this directly.

By: Craig

Craig — Mon, 15 Sep 2008 19:36:43 +0000

Nice post!
Where are you getting your back test data?