Re: Source of Data for Intraday Tick, Trin, NYSE Breath, Vix/Vxo...

["indextrader" <indextrader@xxxxxxxxxxxxx>]

Why don't you subscribe to quote.com's QFeed?
Their data goes back to '97.
It may not be the best but who knows, it might work for you.

----- Original Message ----- 
From: "Nigel Bahadur" <nbahadur@xxxxxxxxxxxxxxxx>
To: <omega-list@xxxxxxxxxx>
Sent: Wednesday, November 05, 2003 9:53 AM
Subject: Source of Data for Intraday Tick, Trin, NYSE Breath, Vix/Vxo...


> I'm looking for a source for intraday data for market internal data such
as
> the TICK, TRIN, Breath/Adv/Decl, Vix etc.  I've already checked Tickdata
and
> Pinnacle's website but they don't seem to have it.  Pinnacle has the daily
> data but no intraday.  I can get two years from Tradestation 7.x but I'm
> looking for more than that - as much as I can get over two years.  I'd
> prefer the data in ascii format but, given the numerous conversion
utilities
> out there, I don't think the format matters as much.
>
> Any suggestions appreciated.
>
> Sincerely,
>
> Nigel
>
>
____________________________________________________________________________
>
> The real glory is being knocked to your knees and then coming back.  -
Vince
> Lombardi.
>
>
>
> -----Original Message-----
> From: DH [mailto:catapult@xxxxxxxxxxxxxxxxxx]
> Sent: Wednesday, November 05, 2003 12:07 PM
> To: Omega List
> Subject: Re: equity curving
>
> > Has anyone seen or developed a formula that can represent a constant
> equity
> > curve?
>
> Sharpe ratio is considered by most people to be the best measure of
> that.
>
> Sharpe =
>   ((annualized return) / (annualized standard deviation of return))
>   - (risk free annual return, ie t-bill rate)
>
> Search the archives on "Sharpe" to find Bob Fulks' postings and EL code.
>
> -- 
>   Dennis
>