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!!!
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
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
Re: Z8 and Yahoo data provider
[Re: MatPed]
#460117 06/16/1617:5506/16/1617:55