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Thanks for the suggestion Indextrader - I already have a Quote.com feed. I
didn't realize I could do what you suggested but I just tried it and it
works - I downloaded 750000 1 min $TICK bars from quote.com into a text
file. Nice!
Now all I have to do is figure out a way to keep the file updated on a daily
basis without manually having to issue download commands on all the symbols
daily......
Once again - thanks for the suggestion.
Sincerely,
Nigel
____________________________________________________________________________
The real glory is being knocked to your knees and then coming back. - Vince
Lombardi.
-----Original Message-----
From: indextrader [mailto:indextrader@xxxxxxxxxxxxx]
Sent: Wednesday, November 05, 2003 1:19 PM
To: omega-list@xxxxxxxxxx
Subject: Re: Source of Data for Intraday Tick, Trin, NYSE Breath, Vix/Vxo...
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
>
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