想請教關於國外商品期貨的問題 - 理財

By Charlie
at 2011-07-01T11:34
at 2011-07-01T11:34
Table of Contents
不知道板上有沒有大大在研究國外商品期貨交易的部份
最近開始在研究這一塊 遇到了一些問題 所以想上來請教一下
小弟我主要是利用MC程式交易做日內當沖
目前在研究的商品大概有:輕原油、天然氣、高級銅與歐元
在研究時發現有幾個問題
1. 券商所提供的資訊源,每家所呈現的數據都不太一樣
有的相差還很大,以當根成交量為例,我比較過精業、
路透還有康和的即時成交量,發現差異都很大,所以導致
我在寫策略時,似乎所有用到量的指標都無法研究,
不知板上有沒有大大也遇到這類問題
2. 承如第一點,最後導致只能單純套用一些技術指標來做回測,
由於籌碼面 例如OI或是總成交量雖然可以在交易所官網查詢,
但都已經是隔天資料,對於日內當沖的幫助比較小。像台指期
當沖部份,我們就可以用台指現貨、金電摩台、委買委賣等等
資料來做策略開發,而這些資料也都可以利用QM收即時資料,
像本身我就有用CMoney接收籌碼面的資料來做研究,
所以不知道在研究國外商品期貨方面,有沒有類似這類的資料可以研究
3. 最後想請問有在操作這方面的大大,都是用什麼看盤軟體或資訊源,
或是覺得哪套軟體或資訊源比較穩定的
--
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理財
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