Normal
Hi Brty --One more comment --The test I performed did walk forward. The selection of the issues to test was those that presently make up the S&P 500 -- it could have been any group. The walk forward testing removes the survivorship bias of the issue selection. If it did not, your comments would apply to any list of issues being tested. Norgate Premium Data distributes data on issues that have been delisted as well as those that are trading today. You can, if you wish, include a selection of delisted issues in your test universe. It will act as a stress test, and may be worth doing.Thanks,Howard
Hi Brty --
One more comment --
The test I performed did walk forward. The selection of the issues to test was those that presently make up the S&P 500 -- it could have been any group. The walk forward testing removes the survivorship bias of the issue selection. If it did not, your comments would apply to any list of issues being tested. Norgate Premium Data distributes data on issues that have been delisted as well as those that are trading today. You can, if you wish, include a selection of delisted issues in your test universe. It will act as a stress test, and may be worth doing.
Thanks,
Howard
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