Being dispassionate about your trades... We often take our trades extremely personally, unwilling to admit the mistakes and take losses or assuming our profitable trades are from our unique insight which leads to overconfidence.
Stock withstood a $2b announcement of new issuance which is a v bullish sign. Options implied vol has dropped significantly, traders now terrified to short this ticker so hard to know what would be the catalyst for a gap down.
I put the files up - at firstratedata.com (turned out easier to create a simple site than annotate and describe a bunch of zips). I had some trouble with the 1min bars so most stocks are 1 hour bars back to 2004, some indices have 1 min bars.
I'll try add the 1 min bars and more stocks at the...
It's actually in a database right now but trivial to export it to csv files and zip them. Was thinking of annual and monthy files for each ticker (depending on how big these end up).
I was working on a VaR project, calculating correlations.
I just finished an analysis project and have historical datasets (going back 15 years) for S&P500 constituent stocks in 1min and 5min intervals. I was thinking to put it online for download but not sure if this would be of interest (unsure how commonly available the data is...). Just let me know...