Will share Bayesian Estimation Results - Need 6E Tick Historical Data | Reviews of Brokers and Data Feeds

futures.io - futures trading strategies, market news, trading charts and platforms

Reviews of Brokers and Data Feeds

Review and discuss futures brokers, their requirements and features, or ask questions about brokers and data feeds


Will share Bayesian Estimation Results - Need 6E Tick Historical Data

  #4 (permalink)

Atkinson, NH USA
Trading Experience: Intermediate
Platform: NinjaTrader 8/TensorFlow
Broker/Data: NinjaTrader Brokerage
Favorite Futures: Futures, CL, ES, ZB
NJAMC's Avatar
Posts: 1,962 since Dec 2010
Thanks: 3,026 given, 2,369 received

edolphin View Post
I am working through a Bayesian model that estimates parameters based on several explanatory variables,

Limit Order Skew
and an Index that I built

Promising results but the only data I have is the data I collect real time directly from the data sources I use (I have three all good granularity millisecond timestamps and very close the to exchanges)

I need more data and I hate paying for data. Does anyone have 6E futures data, several years worth with Tick Granularity.

I am glad to share model results.


Hi @edolphin,

Did you make any progress with Bayesian analysis? I am starting to look into Bayesian Neural Networks to get probability of confidence.

Nil per os
-NJAMC [Generic Programmer]

LOM WIKI: NT-Local-Order-Manager-LOM-Guide
Artificial Bee Colony Optimization
Visit my futures io Trade Journal Reply With Quote