[mitch]

[quote quote=42116]As a former (and current) Amiboker user I am aware of Norgate. Actually it was the first option we tried when Yahoo dropped the ball. The problem is that the data is not adjusted for dividends[/quote]

Hi Vangelis,
I forgot to mention Norgate provides dividend adjusted data in their “beta testing program” for a new platform called Norgate Data Updater (NDU) they plan on releasing commercially “somewhere around the middle of the year.”

Obviously we’re getting much closer to that time frame.

Here’s part of an email they sent subscribers at the beginning of 2017….

The commercial release of our new data updating platform is planned for mid-2017, and as such we are now ending the alpha testing program for PDU and moving into the beta testing phase with the next version of the platform, “NDU”.

An overview of the beta testing program, along with instructions on how to formally request participation (should you wish to be involved), can be found here: http://www.norgatedata.com/beta-testing-program

You may wish to check it out.

Thanks again for everything you’re doing!

[mitch]

I appreciate your efforts to find a FREE data service to replace yahoo.

However,for those of us with paid data subscriptions, it would be VERY nice to have a plugin for our feeds.

I personally subscribe to Norgate (https://www.premiumdata.net), but would be open to paying for another reasonable data provider.

DATA is the LIFEBLOOD of the program and I am becoming very concerned with the reliability of FREE data sources.

I’d rather have the option to pay for reliable inputs.

[mitch]

Alex,

The seminar is a great idea and I look forward to participating! Here’s a couple of topics I would be interested in.

1. Any thoughts/strategies involving Inverse ETF’s. Particularly mean reversion. I’ve successfully used strategies in the past based on RSI. Buying inverse ETF’s at extreme oversold levels as hedge during bull markets. Or (more importantly) alpha generators during markets when index is below 200 day MA. Not sure if something like this can be adapted to your strategies. Any thoughts you may have (whether mean reversion or not) would be welcomed.

2. Kinda basic, but I’m wondering if you have a separate “signal consolidation tool” you use for the QuantTrader signals. As you know the BUG strategy is different in QT and can often give different allocations than the public signal service. So when I take a META strategy from QT (which includes BUG) and plug the strategy allocation into the “public consolidation tool” I get different allocation amounts for the BUG portion of the META strategy. See this month as an example.

Thanks in advance for your efforts and look forward to the seminar!

[mitch]

I wanted to add to the question above. I’m also not clear on how to update to the newest .ini file version of the software and still save all the work I have performed in the past.

Let’s say I’ve added symbols, created new stock lists and developed new meta-strategies.

How can all this data transfer to the newest .ini version?

Thanks!

[mitch]

In the most recent blog post, Frank discusses the changes to the bond hedge in many of the strategies. I agree that adding TIP’s and rotating bond sectors as a hedge makes very good sense.

Are you making the updated strategies available in quanttrader? If so, can you please update the quanttrader download page.

Also, my current version 301S, does not allow me to build strategies with 5% allocations. I have to set the allocation to a minimum of 10% else the program crashes.

Thanks in advance for your help!

[mitch]

Can you explain how the “volatility limit” in the parameter settings relates to the “volatility calculation” displayed in the summary window.

As an example, I have a 60 day lookback period with a volatility limit of 8.

When I set the history range to 2 months (60 days) and review the results in the summary window…. the volatility is 9.475

I must be wrong, but I thought the program was calculating volatility as the standard deviation of returns over the designated lookback period.

Wouldn’t this mean that both numbers should be the same?

Thanks for your help!

[mitch]

I’ve been a subscriber to QT for 2 months. Over that time, I have notice a few inconsistencies in the strategy asset list selected by QT versus the strategy assets listed on the website.

For example, beginning Oct 1 for NASDAQ 100 strategy…
-QT selected: NVDA, AMAT, AMZN, SYMC as the top 4
-Website: NVDA, AMAT, CHTR, SYMC Here the #8 ranked stock during the lookback of 164 days was chosen over the #3 ranked stock. Curious why?

Also this month, beginning Nov 1, for BUG strategy…
-QT selects: SPY 10%, CWB 10%, PCY 40%, TIP 40%
-Website: SPY 26%, CWB 26%, PCY 26%, TIP 21%

I was going to upload screenshots, but don’t see that option available.

[Author]

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