Z8 and Yahoo data provider

Posted By: yosoytrader

Z8 and Yahoo data provider - 06/13/16 11:09

Hi guys,

I've just noticed that there's a new Z8 system, which uses daily data.
It looks like it's using the Yahoo data,,,,well, I don't know what type of calculations Z8 performs on the data, but BEWARE, Yahoo data is NOT suitable for trading, as it's NOT dividend or split adjusted !!!!!! SO YOU'LL FIND PLENTY OF GAPS!!!
Posted By: jcl

Re: Z8 and Yahoo data provider - 06/13/16 11:10

Sure it is dividend and split adjusted.
Posted By: yosoytrader

Re: Z8 and Yahoo data provider - 06/13/16 11:14

Hi jcl, maybe you're using a different Yahoo api than me, in that case it's ok, but guys, be sure to check if it is adjusted across all markets that you'll use

Cheers
Posted By: MatPed

Re: Z8 and Yahoo data provider - 06/16/16 17:11

Hi, I found issue in YAHOO data too.
Selecting my own portfolio for the markowitz optimization I received this portfolio re-balancing suggestion

Test: mpMVO portfolio 2011..2016
X57E.MI: 2 Contracts at 234$
X710.MI: 17 Contracts at 256$
X105.MI: 28 Contracts at 278$
X15E.MI: 4 Contracts at 337$
CSBGE0.MI: 66 Contracts at 156$

while the first 4 ETF prices are corrects the price of CSBGE0.MI is wrong as you can see from the pic. I do not understand where the issue is and I can not estimate which is the impact on the system.

Ciao

Attached picture Immagine.png
Posted By: jcl

Re: Z8 and Yahoo data provider - 06/16/16 17:55

Programmer's first rule: If you don't understand a result, check your typing. wink
Posted By: MatPed

Re: Z8 and Yahoo data provider - 06/17/16 09:24

Shame on me! I had checked several time, but...
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