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Portfolio123 » List all forums » Forum: General Comments » Thread: How often does the historical data change? |
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danparquette
Advanced Member
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Marco, I noticed that when I ran simulations before 9/18 and then re-run the exact same simulation with the same date range on 9/29, the results are different. In some cases they were very different - one of which is one of my 'live' systems. When I look at the transactions, they show that the reason for the change was that the stock ranks were changing by a few tenths of a % which caused different stocks to be bought and sold. I had the same results for simulations that used 3 different ranking systems, so I'm sure that it was not a ranking system change that caused this. How often does the historical data change? thanks, Dan ---------------------------------------- Dan |
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marco
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I believe this happens when a company's industry is changed by Reuters. We do not keep the historical industry classification for each stock since it almost never changes. This sort of change might have the effect you are seeing on simulations. ---------------------------------------- Portfolio123 Staff |
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