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for CTA’s

Commodity Trading Advisors

Where Has the Open Gone?

An Analysis of Standard Daily Data and Regular Trading Hours Data

If you use volatility-off-the-open or momentum based systems then consider watching this video. It shows the impact of RTH as a superior alternative to standard dailty data and shows why. There is a real justification for CTA’s to consider in many contexts whether standard daily data is dead.
Daily Database with 5 Price Points!

Portara’s daily database is unique in the fact it contains 5 daily price points.

When you choose to output to text file you can select Open, High, Low and for close you now have the choice of either LastPrice or Settle.

 

  • Now you can create data mark-to-market for administration and back office duties and..
  • …if your traders prefer, you can run off your text data including the lastPrice as a more robust alternative.