survivorship bias / delisted symbols / tickers sp100
Author: Andres
Creation Date: 8/23/2013 2:03 PM
profile picture

Andres

#1
Hi,

I have a question about the so called "survivorship" bias.

When backtesting strategies I backtest only symbols which exist at the moment. So I do not backtest symbols which where delisted in the past. Does anybody knows how to get stockdata of delisted symbols?

There is a similar problem with for example the sp100. Which symbols where in the SP100 in 1999?

How do you solve these problems with wealthlab?

Thanks for your answers

Best Regars

Andres

profile picture

Eugene

#2
profile picture

Andres

#3
Hello Eugene,

thank you for your answers.


Andres