No. of Recommendations: 5
Mapg: As stated before have a lot of respect for others that create database for backtesting.
Creating one with the capabilities of GTR1 like Robbie did for me is more like absolutely awesome admiration.
I still keep my personal one which once a week downloads the SIP data, converts the fields into a MySQL database but I haven’t been using it for investing for several years now.
Until last year the easiest way to roll your own was to get a SIP subscription, write a script to download all the historical data off the AAII website and then download RunRadis which has a built in backtester that works directly with the SIP data stored on a disk or SSD. Sadly, AAII no longer has the older data on their website.
