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What is Irregular Trading Hours Data?

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 Arthur Maddock, Historical Intraday CQG Data Factory Provider for CTA's Hedge Funds & Traders with Award Winning Software — CEO Portara

 Thursday, May 3, 2018

You’ve probably heard about ‘Regular Trading Hours’ data? But, what about data with ‘Irregular Trading Hour’ patterns? Say if you wanted daily bars where the OHLC data points are somewhere not usual — away from the crowd mentality — what then? How can you optimise your trading edge in a more exotic timeframe?


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2 comments on article "What is Irregular Trading Hours Data?"

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 Alex Krishtop, Consultant at Edgesense Solutions. Mentor at Algorithmic Traders Association

 Friday, May 4, 2018



You can optimize whatever you want in whatever you want, the question is how you're going to address liquidity issues "away from crowd mentality"?


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 Arthur Maddock, Historical Intraday CQG Data Factory Provider for CTA's Hedge Funds & Traders with Award Winning Software

— CEO Portara

 Sunday, May 6, 2018



Test for it. First, have a minimum threshold to work within based on your system models and risk profiling and dd algos and lookback through history towards uncreasing trends in liquidity. You will be surprised in what you can find. A small CTA up to about 50 M AUM -- no problems.

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