Tools

This is a collection of free in-house and external quant tools.

Risk Management

  1. Forex position sizer A real-time listing of statistically determined recommended maximum position size for various forex pairs and crosses for accounts in US Dollar, Euro, Japanese Yen, Australian Dollar, Swiss Franc, British Pound, or Canadian Dollar. The data are updated at the end of each day automatically.

Free Historical Market Data

  1. Yahoo! Finance Historical Prices [external] The most popular free source of daily historical prices for stocks.  Enter your ticker symbol then click on the Historical Prices in the left sidebar.
  2. GAIN Capital Rate Data Archive [external] Forex-only tick data on major pairs from 2000.  Tick data on exotic pairs  also available in more recent years.  Data are in .CSV format and then compressed in RAR for easier download.
  3. Dukascopy Historical Data Feed [external] More forex pairs available than GAIN and goes all the way back to 1986 for the majors.  However, it’s a pain to download a long range of data as the data files are broken to day-by-day.  And they will block your IP if you use a script to fetch them with brute force.
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