JTDerp
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| Total Posts: 93 |
| Joined: Nov 2013 |
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(Giving this thread a 4% chance it doesn't get overrun by these GD spammers)
I'm looking for a timely (not real-time, but not 2 weeks old) data feed which covers several sources of CTA and stock buyback activity projections (price thresholds where certain funds' buy/sell algos get triggered, how much to buy/sell, etc, and preferably, something which costs under $1,200/mo. I've seen Exante, but price is high. I've seen some data from BarclayHedge, Morgan Stanley QDS, NilssonHedge, but nothing aggregated across the several CTA firms.
Zero Hedge reports on this stuff a lot, and their data comes from Goldman and Nomura. I'm not institutional, though.
Any pointers? |
"How dreadful...to be caught up in a game and have no idea of the rules." - C.S. |
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nikol
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| Total Posts: 1482 |
| Joined: Jun 2005 |
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Really not my stuff, but got curious.
https://sweetfutures.com/trading-services/managed-futures/cta-database/
found with google: cta firms database open source |
... What is a man
If his chief good and market of his time
Be but to sleep and feed? (c) |
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JTDerp
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| Total Posts: 93 |
| Joined: Nov 2013 |
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Nice find. But, unfortunately they're covering past performance, not forecasts.
Another source of buying that I need to find coverage for is pension funds...would certainly believe that Bloomberg terminal has data for at least the biggest ones e.g. CALPERS...time for me to quit being a tightwad & step it up. |
"How dreadful...to be caught up in a game and have no idea of the rules." - C.S. |
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nikol
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| Total Posts: 1482 |
| Joined: Jun 2005 |
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plan to use it, dont know what is inside.
https://openbb.co/ |
... What is a man
If his chief good and market of his time
Be but to sleep and feed? (c) |
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JTDerp
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| Total Posts: 93 |
| Joined: Nov 2013 |
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| Interesting, thanks for sharing. I'm aware of Tradologics (tradologics[dot]com), along with the founder's other libraries (github[dot]com/ranaroussi/quantstats; ranaroussi/pystore), but haven't test-drove the first two yet. |
"How dreadful...to be caught up in a game and have no idea of the rules." - C.S. |
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nikol
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| Total Posts: 1482 |
| Joined: Jun 2005 |
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Thank you for pointer to Tradologic. Glanced at their front page.
"Complete freedom" diagram caught my attention: many brokers/exchanges ... waw. But bottom-left I see FTX. How sweet. ))
PS. no blame, just funny.
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... What is a man
If his chief good and market of his time
Be but to sleep and feed? (c) |
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nikol
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| Total Posts: 1482 |
| Joined: Jun 2005 |
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Besides, I had a conversation today about data cost. Back in 2008 I paid $1500 for a realtime feed of 500 instruments over 6 months package. I could download history of 2000 tickers.
Today similar stuff costs 2k-5k+/month.
Crypto realtime is still mostly free. Historical gets consolidated, yes. |
... What is a man
If his chief good and market of his time
Be but to sleep and feed? (c) |
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JTDerp
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| Total Posts: 93 |
| Joined: Nov 2013 |
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Re: data feed, are you just getting stocks, futures, options, FOPs, FX, bonds? Looked into Sierra Chart's data packages at all? L1 & L2 (mkt depth)...way cheaper than that, and unfiltered...real-time & historical. Stock L2 feeds are consolidated though (e.g. Nasdaq Totalview).
Re: FTX, haha yea we'll see what dog & pony show SBF's next stage of playing a stooge in media appearance yields...prob a slap on the wrist given his connections. They did sentence Elizabeth Holmes (Theranos) to some time (Club Fed?), so maybe there's hope for a judge to throw the book at that clown. |
"How dreadful...to be caught up in a game and have no idea of the rules." - C.S. |
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nikol
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| Total Posts: 1482 |
| Joined: Jun 2005 |
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Looked SierraCharts. It is something ... Did not come across before. Thank you !
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... What is a man
If his chief good and market of his time
Be but to sleep and feed? (c) |
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JTDerp
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| Total Posts: 93 |
| Joined: Nov 2013 |
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| I came across it in 2011 or '12...looks like something stuck in Windows 95 Land but the back-end API is solid, data feed & order routing services very solid, engineers are smartass curmudgeons...right up my alley. |
"How dreadful...to be caught up in a game and have no idea of the rules." - C.S. |
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JTDerp
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| Total Posts: 93 |
| Joined: Nov 2013 |
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Forgot to mention: while they do provide access to FOPs (options on futures) data, it's relatively-archaic to get it for a whole chain, at least through the front-end app (back-end C++ script much better). Stock options...nope.
Nothing on regular bond instruments (bond/bill/note futures they have of course), but you could get such data into SC via 3rd party data feed like iqFeed or Interactive Brokers, or import from CSV/TXT. Ditto for stock options data. |
"How dreadful...to be caught up in a game and have no idea of the rules." - C.S. |
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