An Analysis of Standard Daily Data and Regular Trading Hours Data
If you use volatility-off-the-open or momentum based systems then consider watching this video. It shows the impact of RTH built with intraday data as a superior alternative to standard daily data and shows why. There is a real justification for CTA’s to consider in many contexts whether standard daily data is dead.
Daily Data Tutorials
Daily Database with 5 Price Points!
Portara’s daily database is unique in the fact it contains 5 daily price points.
When you choose to output to text file you can select Open, High, Low and for close you now have the choice of either LastPrice or Settle.
Now you can create data mark-to-market for administration and back office duties and..
…if your traders prefer, you can run off your text data including the lastPrice as a more robust alternative.
What's In The Box?
A brief overview of how to get quickly up-and-running with Portara
General concepts explained about Regular Trading Hours data and it’s creation from intraday data. This is also the welcome on Board video for new subscribers.
Hint & Tips Tutorials
Actual Data (Tenors)
I need to extract Actual data. How?
Portara was originally designed for the creation of Continuous Data back to inception. However, many funds require access to the actual data too. Notice the Actual CQG RAW data (within the Portara Encrypted databases) is NOT the same as data run off with Portara. The difference is that Portara allows you to CUSTOMISE The actual intraday data files for format and also compression to anything you could desire. So we refer to this as ‘Tenors’…
Using Roll Manager
Tips and Hints on its use
Roll Manager Templates Explained Portara File Structure Fully Explained Hints and Tips Log Use of Roll Manager with CQG intraday data
Using Compression Manager
Tips and Hints on its use
Weekend Data Customised Symbology Setting Timestamp Models CQG Indicative Daily Data – things to remember Customised Session Template- creation and setting Setting overall templates for the Compression Manager
How to Create Multiple symbols all of the same name
Different variants of a symbol can be created. E.g BP with 5 min and a different session time structure than BP 10 minutes etc. Complete flexibility. Create deferred contract setups for looking for edges outside of nearest future. Create multiple templates.
Using Auto Updates
Tips and Hints on its use
Using Update API Running Automated Roll Manager Running Automated Compression Manager Running Automated Executables Automating via Zone – Pacific Rim | Early Europe | US | Rest of World
Checking to Actual Contracts
How to check your compressed data acainst actual contracts.
DST Adjustments with the Compression Manager Explained Adjustments for Exchange Timestamp Explained How to check your data.
Tips and Hints on Backups and Application Updates
Talks about Application Updates and how to install them. Where Backups of User Files are stored and how to retrieve them. Also covers missing and corrupted files and how to repair them.
How to Create and Run a Batch File
If you need multiple automated templates for all different varieties of data. Use a batch file.
Local V Exchange
How to use Local Timestamp Model and compare that to Exchange Timestamp Model
An advanced tutorial comparing local timestamp modelling to exchange timestamp modelling within Portara. Create data and “prove” the data is correct with a shift in timestamps.
Roll By Sessions
Custom End Of Session Roll Paradigm
You can now roll by using the new customisable end of session model or you may choose to roll based on the standard daily end of day model. You choose…
How to Use Multiple Sessions
Create multiple sessions in your back-adjusted data. If the exchange changes its opening and closing times you can set unlimited start and end sessions to coincide to these changes by date from market inception.
Change the volatility of your data, Randomise the Opens and Closes and much more...
Test how sensitive your strategies are to increases and decreases in the underlying volatility of symbols you trade. If your systems are sensitive to the whereabouts of the open and closes in markets you may randomise the opens and closes to stress test these areas. Watch the video to see live examples.
What has rolled today?
How to find out simply what has rolled today...
Setup Portara so that it will open a daily report of which markets in your portfolio have rolled. This small demonstration also looks at two different types of roll algorithm that you may find useful.
Best Place To Roll?
Where is the best place to Roll A Futures Contract
I am often asked where the best place is to roll a futures contract even from seasoned traders. There are many variants but in the end it boils down to a date and an underlying reason why. If you don’t know the nuances of the various sectors and markets that have developed over the years and why for instance you need to choose long periods in the metals before expiry date compared to only a day or so in the indexes then you face problems. This presentation demonstrates a few very simple methods of how to determine an optimal place; a sweet-spot to work with. I discuss a method to find best roll position for TYAA (Financials) Metals and Dax. You can apply the same reasoning and logic to any globally traded future by simply observing behaviour..
Hardware - Parallel Processing with Titan-US and Portara
12 Core Work station
Parallel Processing at Its Finest!
Watch Portara run in parallel on a 12 core machine built by TitanUS based in Florida. They ship worldwide and Portara recommends them for any large production machines you may require. Remember Hovever: Portara will operate on any 64 bit machine running Windows including laptops.