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Paper Trading is buying different stocks than backtest

I spotted something peculiar today in an algo that I'm currently paper trading. Specifically, it's buying DAL during live/papertrading, but when I run backtests it buys AXL. The only thing I can think of that would cause this issue is fundamentals data was retroactively updated/corrected?

Has anyone else came across an issues like this?

1 response

It turns out that when I backtest the algo using the exact same date period as when I've been paper trading, the stocks match up. So something in my algo is doing this.