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That is a very good point. An initial idea of Wolf was to create a platform that could trade virtually anything (Craigslist, Amazon, Ebay, Stock market, Forex, etc) as long as there's a trading API, and could make use of data from just about anywhere. Not just ticks. Imagine you can write a trading rule like this: "if Mr. X invested $ in company A and Ms. Y recommends buying stocks of company B or an epidemy spreads in country C or product D received great consumer reviews then trade E for F". That would require a lot of data: news articles, financial data, customer reviews, geopolitical events, etc. One of the Insight data engineer found some cool correlations between geopolitical events from GDELT and Forex. Wolf was created end-to-end in 6 weeks so... I focused on Forex. P.S. One year of compressed Forex ticks from HistData.com is about 100GB.


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