Quick question for anyone who has implemented rotational strategies.
Have you explored markets outside of the USA & Australia? I understand that getting access to good historical data, delisted stocks, etc is an issue but would be interested to hear from anyone who has looked at markets like UK or Europe.
Hi Glenn
I am currently trying a rotational version for european markets taking data from Yahoo. Overall results are not bad. But knowing that the data is really poor will make very tough to trust the system during difficult period. Not sure I will be ready to commit real capital.
Glad to collaborate for database cleaning/maintenance if you want to pursue on european markets.
I have data from Metastock on an old laptop from 2000-2018 ..used it for a few months to trade other Asian markets (Hong Kong and Japan)..also has data for London and Europe…stopped for several reasons but large part of it what Omar mentioned..lack of confidence….(also issues with variable lot and tick sizes depending on exchange) ….Metastock used to offer a free month long trial I think