SDRL July 3, 2018
DGAZ Nov 26, 2018
If it's my algo then please forgive me. I'm seeing huge leaps in my equity from these securities on and about their reverse split days.
Thanks again.
Split bugs. Please look into this if you are from the Quantopian team. Thanks.
Hi Warren,
It does look we missed a split for DGAZ. Luckily, DGAZ didn't pass the QTradableStocksUS filter on that date, so it shouldn't affect any algorithms in the contest. We highly recommend using the QTU when writing algorithms, even if you're not interested in the contest. I will open an issue internally to see about getting that split taken care of.
SDRL is an interesting case. We don't seem to have any data on SDRL until July 3rd, 2018. Looking up the ticker on Google reveals an interesting story about public financial websites miscalculating SDRL's price on that date. The attached notebook shows how Quantopian's adjusted pricing data doesn't make that same mistake.
Can you provide any more detail about how SDRL adversely affected your backtest?
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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.