I have a question for Quantopian and/or the community:
In backtests that go back to 2002 are the stocks that are traded in the backtest inclusive of all the stocks that were trading at that time? Or are the backtests only based on the stocks that are currently active(being traded today) used for the backtests? IE only having stocks that were trading from 2002 to today providing a survivorship bias weeding out the bankruptcies/delistings.
Hello Tyler - welcome to Quantopian.
Yes, our data set includes delisted companies. Our data is as free of survivor bias as we can make it. We cover this question and some related ones in our FAQ.
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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.
