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How should acquired companies be handled?

In the backtester there appears to be no logic to handle a stock situation where the company is purchased. Is there a data source that would provide this information? Other than googling the stock in question and finding that it was acquired?

1 response

Hi Brian,

The data in the backtester accounts for survivorship bias and tracks all stocks, even ones no longer traded. For more information, please see: https://www.quantopian.com/help#overview-datasources and http://blog.quantopian.com/clean-accurate-historical-stock-data/

Although you will get the accurate stock performance, you will not see information about payments. This is a feature for later on the road-map. Unfortunately at the moment, your best option will be to Google the specific stock for the acquisition details. Hope that helps!

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