How to Get (Almost) Free Tick Data

How to Get (Almost) Free Tick Data

Access to high quality, cost effective market data is a continuing problem for retail traders. I was recently told about the ongoing efforts of the startup brokerage “Alpaca”. The gentleman I spoke with said the API gave access to the tick data of thousands of stocks everyday and without cost.

I thought it was too good to be true but recently I took a little bit of time to investigate.

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Mean Reversion Strategies in Python (Course Review)

Mean Reversion Strategies in Python (Course Review)

In this post I will be reviewing the course “Mean Reversion Strategies in Python by Dr. E.P. Chan” (<—affiliate link, use discount code LONGSHORT for an additional 5% off at checkout). In mean reversion strategies, the course author focuses on three categories of mean reversion systems. These are pairs trading, index arbitrage, and cross-sectional long-short strategies. 

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