If you use volatility-off-the-open or momentum based systems then consider watching this video. It shows the impact of RTH built with intraday data as a superior alternative to standard daily data and shows why. There is a real justification for CTA’s to consider in many contexts whether standard daily data is dead.
General concepts explained about Regular Trading Hours data and it’s creation from intraday data. This is also the welcome on Board video for new subscribers.
Is your fund affected by Dual-DST differences? Well that depends on whether you want your timestamps to display local or exchange time and also the time-zone where your trading operation(s) reside. Find out more…
Talks about Application Updates and how to install them. Where Backups of User Files are stored and how to retrieve them. Also covers missing and corrupted files and how to repair them.
If you need multiple automated templates for all different varieties of data. Use a batch file.
An advanced tutorial comparing local timestamp modelling to exchange timestamp modelling within Portara. Create data and “prove” the data is correct with a shift in timestamps.
You can now roll by using the new customisable end of session model or you may choose to roll based on the standard daily end of day model. You choose…
Create multiple sessions in your back-adjusted data. If the exchange changes its opening and closing times you can set unlimited start and end sessions to coincide to these changes by date from market inception.
Setup Portara so that it will open a daily report of which markets in your portfolio have rolled. This small demonstration also looks at two different types of roll algorithm that you may find useful.