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allan nathan
2019-04-08 11:02:17


Hi,is there any way to check the data integrity of a list of stocks?

I noticed that some symbols from Yahoo have huge gaps in price early on,and I am only catching some of the bad data when I run a backtest and see MAE
over 80 percent..How does QS check the stock symbols for issues like this?

Thanks,

Allan


QuantShare
2019-04-10 05:29:37

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Hi Allan,

You may want to look at:
https://www.quantshare.com/sa-514-how-to-make-sure-your-historical-price-data-is-split-adjusted
https://www.quantshare.com/sa-574-how-to-detect-potential-issues-errors-in-your-historical-data


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