3 ms·
How granular is the data that you backtest against? Daily, Hourly, Minute or tick data? I subscribed to another similar service for several years but one thin
by mswen 14y ago
How granular is the data that you backtest against? Daily, Hourly, Minute or tick data?
I subscribed to another similar service for several years but one thing I always wished they would add was more granular data than daily.
- afarquhar 14y agoCurrently it's daily. One of the possible future extensions is into intra-day but it brings a whole load of extra technical problems. Honestly the problems look really fun, things like keeping the backtest running relatively fast, caching the large amounts of extra data and the added complexity of intra-day strategies. However at the moment we need more data on how people want to use it as that's a pretty big outlay on development time.