Recent content by cozgenc

Exactly. 24h futures are more indicative however.

Suppose that you have 1 API. How would you calculate Moving Average of last 120 minutes for example when half of the data is in your deep storage and half is coming from the live data feed? Are you going to keep a temporary buffer for live data? How do you standardize timestamps between your...

That's really not my point. How good is to mix and match EOD of Nikkei and EOD of CBOT in a trading strategy? There is probably 9-10 hours of difference. Maybe one should come up with a lowest common denominator approach to EOD, a fixed time for all exchanges, which would reflect the most...

Hello, I am trying to build a small home based algorithmic trading system. One of the challenges I am facing so far is to combine the data pool for cleaned and standardized historical data with the real time data feed. There are issues like 1) When is end-of-day? At what point the data should...

Theoretical prices of other financial instruments like futures of S&P or futures of FX have theoretical prices calculated using some standard models. These models are not that complicated because they are based on risk free interest rate (easily available) and time to maturity (evident). Futures...

I don't want future oil prices. I want oil futures' prices. They are totally different things.

Is there a web site with a good model for theoretical oil futures prices with real calculations (not just some lame words like it is S0*e^(r+u-c)T)? Thanks in advance