who is the "portfolio123" for forex and options?

since i am from europe,i’d like to develop a nice
eur/usd system trying to hedge the currency risk.
i usually have problems to trust purely technical
systems,did anybody here have success on forex and
have any tips?
and i’d like to be able to backtest with country
fundamental data and technicals on the currencies
exchanged with interactive brokers,to see if i can
develop a decent rotational system on forex.
Also i’d like to backtest some ideas on options,so

where are high quality forex and options backtesters/
sites/softwares?

also i think another great value of portfolio123 is
a great community brainstorming nonstop.

what are in your opinion the best communities for
forex and options?

thank you in advance

No one has replied to this yet. As someone who used to build backtests in unstructured enviroments (Excel, Matlab, Python, etc…), I can say I honestly don’t know of any other community out there like this one. I’m sure there are a lot of good communities out there, but P123 might be unique in its combination of an analytical community which provides embedded analytical tools. Maybe one day P123 itself will be the P123 of forex and options… and maybe even commodities. Who knows?

Off the top of my head, though, here’s a short list of places to check out:
ivolatility.com - iVolatility looked like it had interesting datasets and tools for sale. I don’t if there’s a strong community there, though.

quantpedia.com - Good library of market anomalies, but no community. At $500/yr, it can be expensive.

https://www.quantconnect.com/ - Based on C#

https://www.quantiacs.com/ - Based on Matlab

https://www.quantopian.com/ - Based on Python. Quantopian looked promising as far providing a community built around tools, but was still nascent in its capabilities last I checked.

https://www.collective2.com/ - Appears to have the lone survivor among a myriad of strategy exchanges. I can’t remember what the other ones were called, but I promised that they existed.

http://www.tradestation.com/ - Tradestation has a decent community built around technical analysis and EasyLanguage, but that hasn’t been part of my focus. Even though Tradestation provides an interface to Reuters historical data and even CFTC’s Committment of Traders data, I have not been able to find a strong Tradestation community focused on fundamental analysis. It does, however, have strong support for options.

  • Primus

Also, I don’t think it would take a lot for P123 to develop a decent forex system. The skeleton for doing so is already in place… just add forex data.

thank you for your answer.i think the same thing about portfolio123 and forex…it would be pretty easy to provide datas and most important economic indicators of the top 20 countries.in fact i will do a feature request now :slight_smile:

Just read this thread today, anyone has found anything new after 2014?

gs3

Sirio,

I think you know the websites of Metaquotes Software, https://www.metaquotes.net, metatrader5.com, metatrader4.com, and their community, mql5.com, dedicated mainly to forex trading.

Is this not “high quality?”

Matthias