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Real Time FXCM

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1. Intraday Data Collection

  • FXCM Weekly Ticked Data : You can get the tick data via FXCMTickData All timestamps are in UTC.
  • Historical Data Downloader Basic : you can get the historical price via Historical Spreads

Besides, you can use my Web Application DataCollection for high frequency algorithmic trading backtesting.

2. High Frequency Algorithmic Trading

I tried to use intraday data...

3. Reference

  1. binary.com : Job Application - Quantitative Analyst
  2. 如何用R语言开始量化投资
  3. 解密复兴科技 - 基于隐蔽马尔科夫模型的时序分析方法
  4. 原则 - 雷·达里奥
  5. Successful Algorithmic Trading

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