All About Data for Backtesting
By Dave Mabe
In this week's episode of Line Your Own Pockets, we discuss market data for backtesting.
Topics covered:
Data for backtesting is far different (and easier) than for real-time trading
Like "free" commissions, you typically get what you pay for when it comes to market data
Choices come down to whether you need intraday data
Avoid overengineering - no premature optimization!
And much more...
-Dave
P.S. Are you an IQFeed user? I'm looking for some beta testers to test a new and improved way to backfill historical data from IQFeed. If you're interested, hit reply and let me know.