Jarrat Davis (google him!). I automated the whole process of collecting Data and quantify it. It's years of work and like 1000 lines of R code and the project isn't finished yet. I've worked with several algo traders on this project who all put me down sooner or later, looking for an easier way. That's why I won't simply share the code unless I see someone really qualifying to work with me on this project. But I will answer your questions.
