I am playing with an algo that uses XIV, EDV and TMF in a small universe of equities. unfortunately They are relatively new etfs (2010, 2007 and 2009 respectively) and I would like to backtest further.
Does anyone have etf recommendations that have earlier inception dates that behave similarly and have reasonable volumes?
I have a couple of purposes;
1) Backtest earlier.
2) See if the algo is over tweaked to these specific securities.
Paul,
You may find the following site useful: http://etfdb.com/etf-launch-center/#Launches-1993 One concern with running backtests is that that you can have the issue where the further back you go with an ETF, the fewer shares were traded. This can cause liquidity problems and result in open orders.
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