StockFetcher Forums · General Discussion · survivorship bias in backtesting<< >>Post Follow-up
sohailmithani
192 posts
msg #122571
Ignore sohailmithani
1/21/2015 3:04:08 PM

I was wondering if SF could provide us historic data for stocks to avoid survivorship bias in our backtesting. With testing on only the current list of stocks (in any index) creates this risk and hence, questions the results.

SF can subscribe to any premier service with historical data (all symbols including ones no longer there or delisted) and pass on the charges to subscribers for this service.

It really is important for all work we do and for SF too as if our testing is faulty we lose money and eventually un-subscribe SF etc. which am sure is not their goal either.

Need experts views and concurrence on this. More people request for this better chance they might do it.


stockfetcher
980 posts
msg #122572
1/21/2015 3:08:52 PM

Please see:

Are delisted merged or no longer tarding stocks supported


and

StockFetcher Back testing Request for Feedback

Thank you!
StockFetcher Support


sohailmithani
192 posts
msg #122573
Ignore sohailmithani
1/21/2015 4:24:58 PM

"our goal with StockFetcher backtesting is to provide a platform for analyzing StockFetcher filter-results from past dates"

What does this mean. Without good quality of historic data it does not serve the purpose. What am I analyzing and how to place reliance on it. Please explain what exactly you expect us to with SF?
Thanks

stockfetcher
980 posts
msg #122574
1/21/2015 4:37:09 PM

Please make sure that you have visited the second link provided.

Thank you!
StockFetcher Support

sohailmithani
192 posts
msg #122575
Ignore sohailmithani
1/21/2015 4:42:38 PM

I did and hence requested to consider my request. Did I miss anything?

stockfetcher
980 posts
msg #122576
1/21/2015 4:50:00 PM

We hoped the second link, as well as the separate email response to you, explained "you expect us to with SF". If possible can you provide what additional details you are looking for when considering the supplied link, as well as email response below?

StockFetcher Support


Hi,

Thank you for the feedback. StockFetcher is a stock screening and charting service. We believe there is a distinction between stock screening and trading strategy. If you are looking for a service to simulate your trading strategy, StockFetcher would not be the correct service for you.

The intent of the StockFetcher "backtesting" tool is to provide insights on how your StockFetcher screens performed in the past. We make no claims that StockFetcher backtesting serve as a "real-world" simulation of your approach, and have no intentions of providing such a service.

If you have any additional questions, please do not hesitate to send us an email.

Thank you,

StockFetcher.com Support
Vestyl Software, L.L.C.


sohailmithani
192 posts
msg #122577
Ignore sohailmithani
1/21/2015 4:52:56 PM

Any member of the SF community who has complete database of stocks atleast from 2002 (SF starts from this year)? Please put it as a sharedlist so we can apply our strategies to it.

Thanks

mahkoh
1,065 posts
msg #122584
Ignore mahkoh
1/22/2015 4:33:18 PM

It think you can download historical data here

http://www.quantshare.com/item-1270-historical-eod-data-downloader-for-delisted-bankrupt-stocks



sohailmithani
192 posts
msg #122587
Ignore sohailmithani
1/22/2015 7:49:21 PM

Will try that.

Thanks

StockFetcher Forums · General Discussion · survivorship bias in backtesting<< >>Post Follow-up

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