Glossary › historical data
Trading glossary · general
historical data
Old prices from the past, used to test how a trading idea would have done.
The fuller meaning
Past price and volume records used to backtest rules. Results are only as good as the data: check for gaps, holidays and bad prints, make sure delisted names are included to avoid survivorship bias, and use only information known at each moment to avoid look-ahead bias.
historical data.
Related words
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