Please i need help!
Im very complicated with one thing: the price that are used in the backtest of quantopian. If i want to prove if my strategy its good or bad, i would want test my strategy with the close prices in the past, but backtest use other prices. For example, when i run the backtest for apple in 2012 and 2013, the apple´s price is more tan 400 dollars-¡thats crazy! I want to do a backtest with the normal prices. How can i do that?
I speak spanish, sory for my english.
Thanks!
Yes, believe it or not back in 2013, one would have had to pay over $400 for a single share of AAPL. The prices on Quantopian are the actual prices one would have seen on each day of a backtest. The reason they look 'off' is that the prices one typically sees are 'adjusted' prices. The prices are backwards adjusted for splits and dividends to make it easier to compare the price now with a price in the past. However, those adjusted prices were not the 'actual' prices at the time. The prices Quantopian uses are the actuals. This is ensure a backtest faithfully represents actual trades on each day.
There are a number of forum posts on this. Maybe take a look at these
https://www.quantopian.com/posts/wrong-stock-price
https://www.quantopian.com/posts/daily-volume-data-different-from-other-sources
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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.
In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.
