Has anyone ever carried out any backtesting on the LSE or more specifically the FTSE100?
If so, how did you deal with the problem of survivorship bias, especially if backtesting over many years of data ??
The reason I ask is that I want to backtest some of my strategies using Metastock & Tradesim but I am not sure how I should go about doing this effectively?
As always, any help would be much appreciated,
Thanks in advance,