Why test data only back to 2002?

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Why test data only back to 2002?

posted Jun 30, 2015

Newbie question: Just curious why the test data only goes back to 2002? It is because....

This sort of trading does not focus on the longer term; i.e., testing over a longer period would not show any fundamental performance differences
There is no need to see how an algo performs through more than one recession
The "great recession" is the best benchmark against which to test
Other?

2 responses

Q may say otherwise but its probably just a balance between quantity/quality/cost of the database. I'd be interested in having more than one "great recession" to backtest against though.

I think it would be interesting to test performance through the "regular ole' recessions" in the early 80s, 90s, and 00s...

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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.