Comments on: Why financial markets need a Richter scale

By: Ronaldo

Ronaldo — Fri, 21 May 2010 13:21:52 +0000

Thanks for the creation and publishing of the SMQ Scale Data.

I took the liberty of writing a blog post about it entitled “Understand the Olsen Scale of Market Quakes”.

The post can be found at:

http://www.youpip.com/2010/05/understand-olsen-scale-of-market-quakes.html

Please send me an e-mail if I missed something or leave a comment if you like it

By: richardo

richardo — Wed, 17 Mar 2010 16:26:19 +0000

My apologies. We have created a datafeed, whereby you can collect the SMQ data. I will send you the link in a separate email.

By: L

Tue, 16 Mar 2010 22:12:01 +0000

I haven’t heard from you since January. Any progress on this matter ?

By: richardo

richardo — Fri, 15 Jan 2010 13:45:33 +0000

Yes, the data feed is free. As soon as it is ready, I will send you a key to the feed.

By: L

Fri, 15 Jan 2010 12:58:14 +0000

Will it remain free of charge with online data feed available ?

By: richardo

richardo — Fri, 15 Jan 2010 08:49:31 +0000

Thank you for your feedback:
* Initially, we have settled on half hourly updates for computational reasons. An online data feed is in development.
* Yes, we agree that it would be great to have historical SMQ values available in a computer-friendly format. We have added your suggestion to the todo list, thank you.

By: L

Thu, 14 Jan 2010 19:24:00 +0000

I have deep interest in implemeting quantitative trading model based SMQ indicator, but data is hardly available except for some eye-candy looking charts.

By: L

Thu, 14 Jan 2010 19:19:33 +0000

Here’s my two cents

* SMQ values should be calculated on second-by-second basis if underlying data allows it. Online data feed should be available as well.

* Historical SMQ values should be available in CSV, XML or any other computer-friendly format.