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I found the stock price doesn't match during 2016-2017, and price differences is an 'alpha', is there something wrong?

Hi,
I found a wired thing, the stock price doesn't match during 2016-2017....
Besides, I use -yesterday's gain as 'alpha', it predicts really well,
I wonder if there is some error in my code?
Many thanks

1 response

er, can someone help me with it?