Discussion in 'Data Sets and Feeds' started by ppy93, Oct 27, 2021.
When screening stocks, I would like to include the delisted stocks in the basket.
This is exactly everyone who does back-testing for a basket of stocks should do. Otherwise, if you only select today's "good" stocks, you actually factor in some future information, that is, peeking into the future, or introducing look-ahead bias in to your back-testing. This will cause an illusion that a strategy is terrific in back testing, but more than often lose money when use in real trading.
A.k.a survivorship bias.
When screening stocks you like to include stocks .......... you can no longer trade.
Ok, have at it.
I am interested. Pl let me know how i can get it
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