Data collection is still going…

I am still collecting lots of data. Nearly all day every trading day programs download market data at 5min intervals (for the FTSE100/250/TechMark, the S&P500 and the NASDAQ). At least I am covering a really interesting period of financial history. Even if I haven’t had any time to do anything with the data yet.

The flip side to that is that this is such an unusual period that techniques learn’t using this data might not be generally applicable. A friend that works for a¬†systematic¬†hedge fund told me that their models have changed completely since the crash of 2008. No way of knowing unless I actually get round to doing something with the data.

Author: phil

Complex Systems Scientist.