Where do you get the data?

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Good morning all

I'm a statistician and a colleague and I are keen to experiment with some predictive models (and just for fun, he will use neural networks and I will use structural equation modelling).

Can anyone please recommend a good source of both exchange rates and the indicators allegedly associated with them?

Thanks and regards

Max

 

check out the faq on wilmott forums ,they have a topic dedicated do data

http://www.wilmottwiki.com/wiki/index.php/Historical_Data

 

Great!

Many thanks for that. There's tons of useful US and UK stuff there which is perfect. Are there similar sources for JPY and EUR etc?

Thanks and best wishes

Max

 

Data

Hi Max

I have Forex Data on about 12 pairs in basic Excel format for about 5 years.

Data includes; High, Low, Open and Close for each day the pair traded. Is this of any use to you.

Cheers

Wayne

 

Hey Max

Any news on this Test of yours?

 

Hey Wayne - strange to hear from you rather than on email! No since we haven't been able to get hold of any of the underlying economic indicator history. That's put a bit of a downer on it.

As a matter of interest, my latest view is that perhaps one could make more money not by predicting how the fx markets will turn, but by identifying the people most accurate in predicting this market (irrespective of how they do it - fundamental, technical, astrology, palm-reading - whatever!).

Collective2 - The Trading System Authority is perfect for this. Consider the guy Positive Forex - his track record is 300% ROI/annum, and he has been going longer than a year. Should I invest in learning to do it myself, or should I invest in him rather?

Mind you, on their stocks, there are some guys who consistently achieve 500% a year.

I think this is the future of speculation - there will be two kinds of winners:

1. Those who learn to do the prediction themselves

2. Those who learn to pick the best predicting people

Interesting stuff.

Cheers

Max

 

Truth be told, I was to lazy.

I was here so just typed here, email was on the other screen behind some charts.

Those C2 guys should pay you a referal.

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