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Online Share Trading

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Anyone have a record of the Matrices for HAR, GFI and/or ANG?

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Stokkie
Occasional Contributor
Hello all, I'm trying to backtest a strategy and find myself in need of this data. SB say they don't keep it and the Warrant Calculator is dangerously inaccurate. If anyone's been faithfully downloading the Extended Matrix or Daily Matrix for warrants over these shares, please contact me for your reward. Cheers!
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6 REPLIES 6
Not applicable
well firstly you going to need the startegy for back testing ? and surely not on the warrant side ? or am i wrong
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Stokkie
Occasional Contributor
Yeah, I have the strat already, need the data to backtest it. It works (hopefully) on the warrants side.
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john_1
Super Contributor
back test the underlying shares and just mulitply the trades by 4/5 for the gearing.
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Stokkie
Occasional Contributor
Thanks for the suggestion, John. I did try that but it gives only a rough indication. A positive one, but I still need to narrow it down to see what I'd get in practice, the tolerances are very tight on this.
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Not applicable
there would be no way to back test a warrant .. even if its done on the underling, there is just to must to take into Consideration
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Stokkie
Occasional Contributor
Well, if you have the Matrix for the day you can check that against the underlying. That's why I want them.
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