The Briter Systems data is reasonable enough, but I still have not found a source for minute by minute data in the $1-2k range

<t>Anyone know of a good source of intraday stock price data ? I'm looking for either bi-hourly price and volume data, or minute-byminute data for 2005,2004,2003.So far I found britersystems.com which has bi-hourly data -- but they have not confirmed recript of my order.Also grainmarketresearch.com ...

<t>Does this degeredation apprear in backtesting? Or on a forward looking basis?I could see how if you base your trading rulesaround the correlation in the past year, a step change might occur when an earnings report comes out, or some fundamental change in the conditions of one equity realtive to a...

My experience has been that equity prices only show a small amount of cointegration, meaning that the pair vlaue (beta1*P1 - beta2*p1) still looks, for the most part, like a random walk. Has anyone observed or been able able exploit 'highly' co-integrated pairs?

Yeah...I've had to learn c++ 'on the fly' at the hedge find where I work. Luckily, we have a code monkey on staff to help out with the syntax and structure issues, but the formulae that I have coded in look a lot like FORTRAN.

<t>Thanks,I have Frontline's Solver downloaded, but I think my file may be too big for excel to work with (I have 150k transactions and despite the supposed 1GB memory limit, my excel 2003 is only using 500MB)I am getting a "program not responding" message from Excel-- I have tried reducing the size...

<t>I am currently looking for a good solver program -- something that functions like excels solver function, but better-- We have a data set of 150k thousand transactions, with each transaction having 40+ variables associated with it. I am trying to find a set of selection criteria based on those 40...