Quantitative Trading Systems — Resources

Programs Data Tickers Funds Exchanges Regulatory Forums Education Books

Programs

The AmiBroker program is published by AmiBroker

The Dakota program is published by BioComp Systems

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Data Providers

Quotes Plus — End of Day and Real-Time data for stocks, funds, commodities

Interactive Brokers — Real Time data for stocks, futures, forex

Historical Data, some with daily updates

MSN Money – Historical End of Day Stock data — Integrated with AmiQuote

Yahoo Finance – Historical End of Day Stock data — Integrated with AmiQuote

AN Futures – Historical 1 minute data for ES, NQ, ER, ME, EC, JY

CSI Data – End of Day US, Canada, London Stock and Futures data in CSI format

Download Quotes.com – End of Day World data

EOD Data – End of Day World data

Futures Guide – Historical Futures Data

Historical Option Data – Historical options data with daily updates

Investor's FastTrack – EOD US Mutual Fund and Stock (Close-only) Data, and proprietary program

Just Data – EOD World Stock and Futures, from Australia

Norgate Premium Data – EOD World Stock, Futures and Forex data, with AmiBroker data maintenance utilities

Pi Trading – Free Historical EOD Index, Forex, Commodities data

Pinnacle Data – EOD Futures, Indices, Market Breadth

Price-Data.com – End of Day and IntraDay US Stock and Futures data in ASCII files

Turtle Trader – Free Historical Futures Data

Worden TeleChart 2007 – EOD and Intraday US Stock data, and proprietary analysis program

Real Time and Delayed Market Snapshot

Bloomberg – Broad Market Information

CBOE – Market Data, including VIX and VXN

CNN Market Summary – Broad Market Information, including pre-market

CNN – commodities

Download Quotes – World Indices

DTN IQ – Real Time data for stocks, futures, options – most world markets

eSignal — Real Time data for stocks, futures, forex (Also End of Day) — MarketCenter is no longer available

Fidelity – Delayed and Real Time Quotes

Fund Estimate – intraday estimate of fund closing price

Google Finance – Broad Market Information

Integrity Data – Real time data for the Indonesian markets

Market Watch – Dow Jones – Broad Market Information

MSN Money – Broad Market Information

NASDAQ – Real Time Market Data

Quote.com – World Stocks and Futures

Reuters – Broad Market Information

Smart Money – Streaming Real Time Quotes

Tick Data – Real Time Market Data and Historical Quotes

Yahoo Finance – Broad Market Information

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Lists of tickers and index components

Index Arb – S&P 500 Components by Weight

NASDAQ – Component stocks of the NASDAQ 100 index

Price-Data.com – Ticker Lists for major indicies

Russell – Indices Fact Sheets

Standard & Poor's – S&P Index Information

Standard & Poor's – S&P 500 Components

Standard & Poor's – S&P 100 Components

XAU Gold Index – Components and quotes for the stocks in the XAU

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Exchange Traded Funds

CBOE – Options on ETFs

ETF Screen.com – Performance comparison of Exchange Traded Funds

ETF Trends – Commentary and Links

Inverse Funds – a list

iShares – Information about iShares ETFs, including components

Master Data – List of All ETFs; Intraday ETF Data

Morningstar – Exchange Traded Funds; List by trading volume; Shows holdings

Nuveen – ETF Connect

PowerShares – Information about PowerShare ETFs, including components

Price-Data.com – Lists of Exchange Traded Funds

ProShares – Information about ProShare ETFs

S&P Sectors – Information about S&P Sector ETFs, including components

Securities and Exchange Commission (US) – on ETFs

Seeking Alpha – ETC and CEF Commentary and Links

Smart Money – ETF Tracker

XTF – Informative ETF site

Yahoo – Exchange Traded Funds Center

Mutual Funds

Links to fund companies that offer funds that are in one of these categories:

Available for short term trading
Sector funds – even if not tradable short-term, they may be useful for modeling
Both positive and negative beta
Leveraged

Fund Companies

Direxion – Tradable short term – Leveraged positive and negative
Fidelity Select – Not Tradable short term – Sector Funds – Useful for modeling
ProFunds – Tradable short term – Sector Funds – Leveraged positive and negative
Rydex Funds – Tradable short term – Sector Funds – Leveraged positive and negative – Some have multiple daily price points

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