Archives: yahoo finance

How To Clean Price Data for Backtesting

December 16, 2008 | By jackieannpatterson | 2 Comments | Filed in: Backtesting Set Up.

Cleaning data for backtesting is not easy but its very necessary to get meaningful results.    Mis-adjusted price splits can skew the price data and mislead the unwary backtester into thinking they’re found the holy grail when the strategy merely happens to catch the good side of a bad gap. Here’s the steps to screen out dirty data and produce a clean dataset: 1. • Read More »

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