3 ms·
Well there are 40 different exchanges with which to trade in the US alone, Canada adds another 10. So there are 50 different signals before you even start up y
by chollida1 11y ago
Well there are 40 different exchanges with which to trade in the US alone, Canada adds another 10.
So there are 50 different signals before you even start up your servers for the day.
Since there is no one true currency market most HFT funds make their own currency signal from anywhere from 5 - 20 different feeds, lets call it 10 to bring our list of data feeds to 60 before we get into any futures and bond markets or to Europe and Asia.
Consuming the above mentioned brings us close to 100 already.
Add in feeds from
- google trends
- analytic s about consumer trends from say 5 different providers each covering say 5 demographics across 5 sectors
- twitter data feeds aplenty, following 2-300 different hash tags representing stock #APPL
- twitter following for news feeds, like AP, Reuters, etc to do sentament analysis.
- don't forget your machine readable news feeds
- now lets get into government data. FRED has 100's of data sets to parse to use as model inputs. See: https://research.stlouisfed.org/fred2/ https://research.stlouisfed.org/fred2/
What are we up to, 200-300 different signals and we haven't really broken a sweat yet.
What sort of source would you like me to provide other than what I see on my computer screen and do for a living?