Hello,
Say for back-testing strategies and other testing situations you had the following choices...
If historical 1 minute data was available from a supplier and you had a choice of how that data was presented out of the following 2 methods which method would be best?
a. The actual data,in ntd format including the 1 minute and the daily data but the user would have to use the merge policy settings for dealing with continuous back-adjusted streams in that manner? OR
b. The continuous data in ntd format again including 1 minute and daily files, lets pretend 5 years worth, already rolled, so no need for merge policy? In this scenario I'm seeing that you would have to create a customised instrument in the instrument manager where the "front month" when the continuous data got created was the name given to your instrument.
Would it be best with a or b?
What simply would be the superior method for people? Would any of the choices above be unworkable at all?
Thank you.
Say for back-testing strategies and other testing situations you had the following choices...
If historical 1 minute data was available from a supplier and you had a choice of how that data was presented out of the following 2 methods which method would be best?
a. The actual data,in ntd format including the 1 minute and the daily data but the user would have to use the merge policy settings for dealing with continuous back-adjusted streams in that manner? OR
b. The continuous data in ntd format again including 1 minute and daily files, lets pretend 5 years worth, already rolled, so no need for merge policy? In this scenario I'm seeing that you would have to create a customised instrument in the instrument manager where the "front month" when the continuous data got created was the name given to your instrument.
Would it be best with a or b?
What simply would be the superior method for people? Would any of the choices above be unworkable at all?
Thank you.
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