StockFetcher Forums · General Discussion · Delisted Stocks and Backtesting Results Bias<< >>Post Follow-up
erikig
1 posts
msg #99384
Ignore erikig
2/23/2011 11:25:07 PM

I realized as I was backtesting some of my two-way (long short) strategies that my results may be somewhat skewed because delisted stock data was not included.

For instance, how can you determine the overall success of backtest during the 2008 downturn without Bear Stern and Lehman short trades included...

Any thoughts?

tombrown1
61 posts
msg #105044
Ignore tombrown1
2/18/2012 10:16:20 PM

+1 on this. Is there an official word on delisted stocks?

miko
68 posts
msg #105050
Ignore miko
2/19/2012 2:06:49 PM

+1

or maybe more importantly long trades on bear stearns and lehman.

I wouldn't hold my breath waiting for this, though.....

stockfetcher
980 posts
msg #105052
2/19/2012 3:48:11 PM

Thank you for the feedback. Please see the following help topic:

Are delisted, merged or no-longer trading stocks supported

StockFetcher.com Support


tombrown1
61 posts
msg #105070
Ignore tombrown1
2/20/2012 2:14:48 PM

Thanks! I hadn't seen that.

Best,

Tom

StockFetcher Forums · General Discussion · Delisted Stocks and Backtesting Results Bias<< >>Post Follow-up

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