Stocks & Commodities V. 39:03 (32–36): Avoiding The Pitfalls Of Historical Data by Perry J. Kaufman
Product Description
Avoiding The Pitfalls Of Historical Data by Perry J. Kaufman
Testing a trading strategy depends on handling the data correctly. How do price shocks figure into the historical data?
On April 20, 2020, in the midst of the Covid-19 pandemic, there was an unprecedented drop in demand for oil. No one was driving, no one was flying. Figure 1 shows a plunge to negative $35/barrel. Even the exchange was unprepared to handle negative prices for a commodity ...
Testing a trading strategy depends on handling the data correctly. How do price shocks figure into the historical data?
On April 20, 2020, in the midst of the Covid-19 pandemic, there was an unprecedented drop in demand for oil. No one was driving, no one was flying. Figure 1 shows a plunge to negative $35/barrel. Even the exchange was unprepared to handle negative prices for a commodity ...
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