I am looking for someone that may be able to cooperate with me on a project. I would like to do some historic backtesting of using news to research/determine if the signals are profitable and statistically significant. Help with this project would ultimately lead to sharing the strategy moving forward. I have collected daya about some US equities, so if there is someone that programs in r and is interested in working together, please contact me...
Last edited by jngrim; September 5th, 2013 at 06:13 PM.
Thank you for the paper. Yes actually I am recording and storing data from tr.. I was not aware if this study but it will help frame the timeframes I should be examining. I was originally looking for intraday trades But my assumptions seem correct that news is longer term strategy ranging day to weeks which may be perfect for options.