Richard Dale (Norgate Data) @NorgateData
Chief Information Officer@Norgate. US, AU, & CA Stocks, Futures, Forex. Survivorship-bias free data. Integrates with backtesting, charting & analysis platforms. norgatedata.com Joined August 2015-
Tweets208
-
Followers2K
-
Following5K
-
Likes438
It's important to temper our expectations as traders, recognizing that while markets are efficient, they're not totally efficient. Join us as we explore these diabolical markets with @QuantiveAlpha where we unpack their Machiavellian nature. thealgorithmicadvantage.com/randomness/
When you get the chance to BBQ on Sydney's incredible Scotland Island with @rjparkerjr09 , @moritzseibert ,@adamhavryliv , @moritzheiden & @RichB118 and talk 'classic trend following', what do you do? You record a podcast that's for sure!! Thanks all! thealgorithmicadvantage.com/009-the-sydney…
Systematic trading talk with @mars10p (featured in “Unknown Market Wizards”): trendfollowing.com/2023/09/17/ep-…
Great interview with @mars10p about systemic algo trading and @leosmigel from @AnalyzingAlpha.
Great interview with @mars10p about systemic algo trading and @leosmigel from @AnalyzingAlpha.
Thanks to @HelixTrader, ATAA and @IFTAWorldwide for an inspiring set of talks at the 35th IFTA Conf 2022. It was a privelege chatting with @ChartsToday @FuturesTechs @ArltWieland @Jamie1Coutts @DrTomStarke @Albatro1974 @KarenWongAU @EnlightenStock and many clients and traders.
Really looking forward to the @IFTAWorldwide 35th three day Conference in Melbourne, October 2022. "Maximising Opportunity in an Uncertain World". I'll be attending and looking forward to catching up with friends, colleagues and clients there. ifta.org/ifta-conferenc…
Rest in peace @VanTharp - Your legacy lives on.,.. many traders understand the important of position sizing and risk/reward metrics in systematic trading through your concepts. I learned about R multiples from your books/papers over twenty yeras ago and still use it daily.
New Year's Resolution: Review and test all backup systems. Why: Exactly 1 hour into the new year we lost two drives of a redundant (RAID) hard drive array practically simultaneously. Thankfully this was only on a test environment which was recently backed up.
Congratulations to @mars10p for the release of RealTest, a powerful multi-strategy portfolio-level backtesting app. Marsten is a seasoned trader with a great track record who was interviewed by @jackschwager in the book #UnknownMarketWizards
Norgate Data has released capabilities to backtest on the Nasdaq Biotechnology Index ($NBI) historical index constituents back to May 2001, giving a universe of 549 securities. There are currently 198 stocks in the index.
Norgate Data has released capabilities to backtest on the Nasdaq Q-50 (this is approximately the Nasdaq "101-150" index) back to Oct 2007, and also constituents for newly-created Nasdaq Next Generation 100 Index (i.e approximately the Nasdaq "101-200").
Breaking news: Election night, triple black swan event! Nov 4th 2020. Perth, Western Australia. (Credit to Sue Errignton-Wood, permission obtained to post on Twitter)
2/2 Since the #Zipline backtesting libraries using in @quantopian are open source they will hopefully have a life of its own. We have dozens of users using it with our data and we'll continue to support its use for survivorship bias-free backtesting.
1/2 To all that have been part of the @quantopian platform - thank you for your efforts. Your open source libraries including #Zipline have introduced many to quantitative trading. @fawceisfawce and team - best wishes for the your future.
The Chartist @thechartist
44K Followers 453 Following DIY or Managed Systematic Portfolios. View our resources: https://t.co/YLVyeBmHZj Risk Statement: https://t.co/cJSJ7gYSeVMichael Harris 📈 @mikeharrisNY
30K Followers 767 Following Quant trading and investing Premium: https://t.co/0w6F0AovhM Free book: https://t.co/DjoqoCQm6u Subst@ck: https://t.co/LRjcyV5kOx No advice.Richard Brennan @RichB118
4K Followers 368 Following East Coast Capital Management (ECCM) https://t.co/ZnWl84jasvStefano Peron @Stefano_Peron
3K Followers 861 Following Family office. Quanta/Mental. "Nature can never be completely described, for such a description of Nature would have to duplicate Nature”QuantpTrader @QuantpT
3K Followers 211 Following Algo Trading Strategies. You shouldn't follow any of the trading systems. Email | [email protected] Products: https://t.co/uZK5YtOL7HIan McMillan, CMT @the_chart_life
113K Followers 672 Following Technical Analysis | Buy side @adaptiv | ETF: $ADPV @ADPV_ETF | Author: https://t.co/tuGfdGOurW | Alum @UofSC & @Citadel1842 | Tweets are not adviceAlex Fleming @hughesanalytics
3K Followers 1K Following Systematic Long/Short Equity S&P100, Algorithmic Futures, Financial ML.Seth Dingle @systematictrend
1K Followers 558 Followinggoodalexander @goodalexander
66K Followers 1K Following Crypto, trading, accelerationism. Market commentary, not investment advice. Assume I have positions in all things discussedLaurens Bensdorp @laurensbensdorp
4K Followers 66 Following Stock trader, Investor, author of 2 bestsellers. FREE trading systems and resources to help you become a better trader: https://t.co/BKCxCt5EdaNeil Donaldson @NSDtrendtrader
368 Followers 113 Following Systematic trend trader. Began trading using technical analysis in the late '90s. Introduced to systematic trend following by Nick Radge in 2002.stockbee @PradeepBonde
53K Followers 523 Following My profile is protected by Zulu Dick shrinking curse. To all scammers creating fake profiles, everyday your private part will keep shrinking. Look down .Moritz Seibert @moritzseibert
6K Followers 685 Following Systematic trading. Options. Love trend following and momentum. Founder & CEO at @takahecapital and one of the @twoquantsMariette Vanhecke @MarietteVa34107
91 Followers 5K FollowingSlinky @Slinky0815
75 Followers 289 FollowingLaeeth @Laeeth
2K Followers 5K Following Problem recognition & overcoming constraints. Intuition, unusual talent,process simplicity,contrarian thinking,mass psychology. Live player. fmr hf exec ctteeHeat Death of the Uni.. @OneHeatDeath
70 Followers 1K Following In the long run we are all dead. posting about economics and macrofinancedoordietrader @doordietrader
142 Followers 588 Following Semi retired finance professional, attempting to create a sustainable trading income into full retirement.Sandra @Sandra768847579
24 Followers 1K FollowingMichael Hinterleitner @smartestrading
1K Followers 491 Following Fauler Feierabendtrader, der seine Erfahrung aus 24 Jahren im wöchentlichen kostenlosen Newsletter mit mehr als 2.700 Lesern teilt. Inklusive 7-Tage-Crashkurs👇Alpha360 @Alpha360X
1K Followers 4K Following Alpha360 makes complex financial news simple. Rogue Wall Street trader & bestselling author Mike Kimelman breaks down everything you need to know.MistyMingle @MingleMist43319
16 Followers 1K Following藤田由美 @dgH2kxy6Bm51N
15 Followers 368 Following 現在、アルバイトの募集をしています。一日の勤務時間は制限ありません。日給6,000円~30,000円!給与は日払いです。 副業の相談は、LINEに追加:【https://t.co/N594USKxj0】Sung Jin Woo @macrothropy
0 Followers 357 Following Self Made Index Trader || - self discovery mode - (just a temporary attachment of water, blood, flesh, air, heat, and bones. human and nothing much! 🙂)Ricky Spanish @sdkfljewoiprje1
4 Followers 636 FollowingKizzy Hsing @hsing_ki
11 Followers 3K FollowingOlivera @orakic
118 Followers 1K Following Developing new datasets for quant equity strategies. Ex-astrophysicist. Interested in factor models, data science, astronomy, and CrossFit. Personal account.willemacht @SharzabH
15 Followers 117 Following Almost always a bad writer. But sometimes I surprise myself.Mnqobi Gao Malaza @gao_malaza
499 Followers 5K Following Visionary • Innovator • World Economic InfluencerClearCue Analytics @ClearCueAnalyt
26 Followers 117 Following Systematic trading. Sharing what I am working on. This is not financial advice.ape e/acc @BrianHo70094244
2 Followers 11 Followinghall linda @linda_hall26971
0 Followers 164 FollowingRohit Behl @rohitbehl
57 Followers 849 FollowingWinginIt @WinginIt401
30 Followers 147 Following Fulltime investor and trader with the sea and the bush regularly interruptingJuliet Peguero @JuliPeguer
33 Followers 5K FollowingJakub Polec @jakubpolec
468 Followers 2K Following Building Profitable Algo Strategies | Quantitative Researcher & Dev | Financial Data Scientist | ML Investing | Sharing Code for Algorithmic Systems | PhDKerry @Kerry3774176541
0 Followers 1 FollowingEsmie Iberra @EsmieIberr23562
67 Followers 5K FollowingEllise Whitfield @ElliseWhit7093
55 Followers 5K FollowingElena ✨⚡️💫 @sunilillam
991 Followers 861 Following 🌏🛫World Traveler ❤️🔥#Fashion 🌟#kbeauty golf⛳️ 📚Constant LearnerKevin Chunwei Chan @Chunweichan
415 Followers 5K FollowingDJWright @DJWrigh29397487
31 Followers 34 FollowingKlingna @Klingna2
2 Followers 15 FollowingMarylynn Garland @GarlaMaryly
35 Followers 5K FollowingHenrique M. Simões @traderHMS
13K Followers 939 Following Trader, Writer | “700+ Insights to Mastering Short-Term Trading”, "Trading Course" and "Trading Tales: Adventures In The Stock Market" https://t.co/2Buyy6PmQQjbotts3000 @jbotts3000
0 Followers 40 FollowingIris Elzy @IElzy27308
69 Followers 5K FollowingThe Chartist @thechartist
44K Followers 453 Following DIY or Managed Systematic Portfolios. View our resources: https://t.co/YLVyeBmHZj Risk Statement: https://t.co/cJSJ7gYSeVMichael Harris 📈 @mikeharrisNY
30K Followers 767 Following Quant trading and investing Premium: https://t.co/0w6F0AovhM Free book: https://t.co/DjoqoCQm6u Subst@ck: https://t.co/LRjcyV5kOx No advice.Nassim Nicholas Taleb @nntaleb
1.0M Followers 2K Following Flaneur: probability (philosophy), probability (mathematics), probability (real life),Phoenician wine, deadlifts & dead languages. Greco-Levantine.Canaan. #RWRIWifey @WifeyAlpha
180K Followers 4K Following Systematic Investment Research // Wifey Alpha Multi Strategy Index // Free Mobile App & Dashboard // Bloomberg Ticker: $WIFEY // Trading StrategiesJerry Parker @rjparkerjr09
30K Followers 413 Following Vintage Retro Classic Trend Following + Nothing™ No mean-following. Not Managed Futures. Trend Following Alone. Furu and self-proclaimed outlier hunter.Mark Minervini @markminervini
551K Followers 143 Following Author Trade Like A Stock Market Wizard and Think & Trade Like a Champion. Featured in Stock Market Wizard by Jack Schwager. Before following read disclosure.PyQuant News 🐍 @pyquantnews
115K Followers 296 Following Where finance practitioners get started with Python for quant finance, algorithmic trading, and data analysis | Tweets & threads with free Python code & tools.Corey Hoffstein 🏴�.. @choffstein
66K Followers 1K Following CEO & CIO (Newfound Research) | 🥞 Return Stacking | 🌊 Liquidity Cascades | 📆 Rebalance Timing Luck | ⚡️ Risk cannot be destroyed, only transformed.Stat Arb @quant_arb
41K Followers 1K Following Crypto HFT/MFT QR | DMs open 📥 (plz no essays) | @QuantitativeArb | Views my own. Not financial advice.Richard Brennan @RichB118
4K Followers 368 Following East Coast Capital Management (ECCM) https://t.co/ZnWl84jasvSteve Burns @SJosephBurns
600K Followers 276 Following I tweet about trading, financial markets, & financial freedom. I also share what I find inspiring & motivating. I’m a trader & the founder of https://t.co/TT0duLcHc3Clifford Asness @CliffordAsness
129K Followers 1K Following https://t.co/SqAanFKORB. https://t.co/NbcMFHWbR4. Chaotic good.Michael Green @profplum99
173K Followers 1K Following Chief Strategist Simplify Asset Management | PM of $FIG | not investment adviceAssad Tannous @AsennaWealth
123K Followers 1K Following Head trader at Asenna Capital. Sharing what I've learnt trading the financial markets over 30 years. Disclaimer https://t.co/yjVgxsOUGRRob Carver @investingidiocy
17K Followers 373 Following Overfit for the LOLs: Systematic trader, author^4, blogger, lecturer@QMUL, [email protected], ex-HF & IB, leftie, quant, pythonista, Dad^3, sailor & MAMILMeb Faber @MebFaber
122K Followers 2K Following Founder @cambriafunds @theideafarm Pod: https://t.co/CvHIZ68yqU Free books: https://t.co/gm0ghOal8Q Youtube: https://t.co/rRz68ARyqVKKGB Kitty @INArteCarloDoss
174K Followers 2K Following Cellar Macro Cat 🔥 home of @MiamKitty🔥 home of @kittysquiddy 🔥 home of @roaringmeows 🔥 home of @CumLordeAwardsStefano Peron @Stefano_Peron
3K Followers 861 Following Family office. Quanta/Mental. "Nature can never be completely described, for such a description of Nature would have to duplicate Nature”Tom @Tomasztrades
68 Followers 221 Following New account. I trade, I take a lot of risk, I enjoy contrarian opinions, I hate politics. Also some NBA DFS. Ideas are not investment advice.Michael Hinterleitner @smartestrading
1K Followers 491 Following Fauler Feierabendtrader, der seine Erfahrung aus 24 Jahren im wöchentlichen kostenlosen Newsletter mit mehr als 2.700 Lesern teilt. Inklusive 7-Tage-Crashkurs👇Thomas @Thomas48545406
78 Followers 74 Following𝔹ada𝔹ingCapital @BadaBingCapital
3K Followers 461 Following advanced lifestyle expert, perfect kickflip haverRyan Telford @RTelford_invest
3K Followers 251 Following Quant microcap stock investor, 4yr CAGR 37%, @SeekingAlpha contributor, engineer, hubby, dad. Founder of the "GUTS" investing methodology. No investment advice.Emil Høgli @emilhogli
145 Followers 232 Following MSc Process Engineer, with a hobby of investing in stocks.Gav @skinstg
60 Followers 62 Following "You dont tug on superman's cape, you dont spit into the wind..."Market Scholars @MarketScholars
5K Followers 482 Following Knowledge📘 Application✏️ Community👥 Stocks & Options Trading Rooms for serious investors @davidsettle42 & @BrandonVanZee https://t.co/DCDnR8yDEgDavid Settle, CMT @david_settle_cm
230 Followers 1K Following Market Technician. Active Trader. Passionate about Investor Education. Part-time S coach. Father to FOUR boys. Co-founder of @MarketScholars 👨💻🎙️📈💰👨🎓Larry Holt @lfholt
958 Followers 1K Following Things are gonna change, I can feel it. 🏳️🌈, 🧬, 🎶, 📈, 🏟, & 🌮. Roll Tide. (he/him).Markets & Mayhem @Mayhem4Markets
191K Followers 843 Following Helping you find an edge 📈 Investment Strategy & Consulting: https://t.co/7ahzoEscDJ Trade Ideas & Education: https://t.co/tonA7iJGM2 SPX Options Visualizer: https://t.co/6JCVhP36FnKashyap Sriram @kashyap286
13K Followers 504 Following Trader/Analyst | Ex - AAO Research, Independent Speculator, The Dollar Vigilante, Value Research Online. Gold, shipping, energy, crypto, tech. MBA - IIT MadrasJC @JoelCartyCFP
63 Followers 133 FollowingUnForgeron @UnForgeron
338 Followers 44 FollowingAlgo Trader / Arbitra.. @Algoquanttrade
83 Followers 149 Following Algo Trader / Arbitrage / Quantstuff /Scalping 1 Sec / Systematic Trading / Learning everyday.Brunito @brunopittini
2K Followers 230 Following Software developer and wannabe quant. @georgiatech machine learningTreyding Stocks @TreydingStocks
2K Followers 204 Following System trader. 8 years of experience. If you aren't trading proven statistics, you are gambling. Posting near daily Youtube content!Bucktester @bucktester_com
208 Followers 73 Following No code backtesting tool for trading strategiesDavid Nicoski CMT @davevermilion
9K Followers 847 Following Institutional Technical Analyst at Vermilion Research https://t.co/YhNlNudJip @VtrResearchNomadic Samuel @NomadicSamuel
26K Followers 352 Following Travel Blogger. Amateur Investor. YouTube Partner in crime w/ @ThatBackpacker: (English) https://t.co/48Nr8aIdCc + (Spanish) https://t.co/ALWcbZNskY Not Advice 🚫🇮🇹Francesco The.. @fratheanalyst
279 Followers 144 Following Venetian (roman), statistics (grad student), faith , uncertainty and beauty. Aspirant flaneur (still walking too fast)Nikolas Anezakis @Nikolas_Anez
86 Followers 894 Followinginvesting_in_consumer @TTIDEconomics
468 Followers 2K Following long/short equities portfolio manager at multi-strat hfSurfer Stockah Brah �.. @AAlsome1
621 Followers 1K Following my name Jeff. never financial advice. do your own work. I’m an idiotMarco Conti @marcocnti
292 Followers 673 Following Truth is like poetry. And most people f*cking hate poetry.Carla aka Data Nerd (.. @data_nerd
54K Followers 13K Following Owner & Chief Data Scientist at Analytical-Solution - 25 years in analytics - shares info about Data Science and Analytics. https://t.co/QtYTumlOlMCarl Canaryplume @Stock_Guru
638 Followers 652 FollowingNick Baltas @nbaltas
710 Followers 225 Following Systematic Trading Strategies at GS | Visiting Researcher @ Imperial College Business School - All views are my own; retweets are not endorsements.CFASocietyChile @CFASocietyChile
454 Followers 32 Following Non-for-profit organization supporting investment professionals locally. We are affiliated with CFA Institute, which, among others, administers the CFA CharterTony 𝕏 @tonycocoz
754 Followers 341 Following Tweets about Financial stuff, News, Ideas, Satire | 🚫 Posts ≠ financial advice.David Harding @DavidWHarding
3K Followers 755 Followingmjcooper @mjcooper17
116 Followers 202 FollowingJDNB @JDNB92a
222 Followers 1K FollowingBen Wells @buzzwells
99 Followers 356 Following Expert Beginner. always learning. Love being in the water.Optimising for the fu.. @EkyCakes
416 Followers 1K FollowingCaroline @baldwin56caroli
207 Followers 3K FollowingElijah Mueller @elijah_mue86972
104 Followers 3K FollowingA& @a_abayomiola
867 Followers 4K Following Purpose, How BIG would you dream, if you know you couldn't fail?J Blog @JBlog3
113 Followers 789 FollowingGeoff Lantzke @LantzkeG
118 Followers 447 Followingembracethetrade @embracethetrad1
263 Followers 3K FollowingDaniel Wood @wooddaniel1
115 Followers 623 Following🧵A few examples of backtesting survivorship bias. Long-term backtests of long-only equities strategies w/o use of series with delistings can be misleading. I use @NorgateData below. Not complete strategies, just examples to illustrate the bias. 1/n
Removing survivorship bias is important for more realistic backtests. I highly recommend @NorgateData delisted series (I'm not a reseller). There is no point in trying to backtest equities strategies w/o the proper data b/c there will be bias, Type-I or Type-II errors. 8/8
@FuturesOperat0r @factor_members if your trading will be impacted adversely by a single data point whatever the outcome would be - you may need to consider robustness of your process.
Shorting all $SPX stocks at the start of a year that had negative performance the previous year, repeat every year. Made some money in bear markets but a disaster overall and consistent loser. Backtest made possible with use of delisted series from @NorgateData
@naval + When designing trading systems some people think “daily bars” trading is simpler than “5min bars” trading. In my experience “5min bars” trading in a quant way is the ability to use a bigger calculator. That is it - just a bigger calculator using “computational intelligence”…
@naval + “bigger calculator” means the ability to process more data points: daily bars: 252 bars / year hourly bars: 6048 bars / year 5min bars: 72,536 bars / year 1min bars: 362,880 bars / year 1 second bars: 21,772,800 bars / year this is for 1 symbol working 24 hours. Now for a…
@willis_cap @rhunterh Great breakdown hunter and I'll just add that if the missing piece here is excel functionality on the diy side any combo of macabus + xlq2 + norgate data works amazingly well and all three probably little over 1k/yr So add that to koyfin and you're at 2k for a great solution
youtube.com/watch?v=jFOCMB… A 2-hour deep dive into algorithmic trading covering: multi-model strategies; trend following; volatility; tactical asset allocation; ETFs; Crypto and much more! A fascinating history and so much to share! Get your notepad! Thanks @quantaraxia & @RichB118
Here are the top #stock #industry groups ranked by relative strength! Using the #SP1500 groups from @NorgateData, and ranking them via IBD-style relative strength, filtered for RS = 85+ #semiconductors #media #homebuilding #software #automotive #technology #tech
@JoachimMo1985 @CGCTrades Tested and can say that on Mac Air with M2 chip the combination: Parallels, RealTest and Norgate Data Updater works well. All of them are in trial version and working perfectly 👍
@NepWog And it should do that intraday as well, I guess. Bc RealTest can do this in combination with Norgate data for ASX, but just eod.
@gridsearch I use Norgate data and I just use eod data.
Congratulations to Paul Mulvaney, who hit it to the moon in 2023. A real Outlier in the small class of Outlier Hunters.
What a show to start the year! Thanks @DrTomStarke for some incredible insights into how a physicist approaches the markets! With @RichB118. thealgorithmicadvantage.com/014-tom-starke/
Someone asked about the CPI data series and using in backtests. I use the series for analysis and for developing systems. The source is Norgate data @NorgateData, they provide timely updates of many economic series. Clean, reliable data, with many delisted series for equities.
Chart update: Future historians (AI LLM algos) will look at this chart and will be astonished at the foolishness, incompetence, and also disinformation. #CPI #inflation
@rjparkerjr09 First of all we must be 100% systematic in all what we do in trading and using stop loss helpes me to be 100% systematic
CPI has not bottomed. The rate of CPI has fallen. CPI never bottoms, ever. It is perpetually up. This confusion between CPI and its rate is common.
Chart update: Future historians (AI LLM algos) will look at this chart and will be astonished at the foolishness, incompetence, and also disinformation. #CPI #inflation