Should You Bother Including Delisted Stocks In Your Backtesting Database?
By Dave Mabe
In this week's episode of Line Your Own Pockets, we discuss the touchy subject of delisted stocks. In this "spirited" discussion, Michael and I agree on the concept of survivorship bias, but disagree on how important it is.
Topics covered:
What is survivorship bias, and how does it affect trading strategies
What types of strategies are more vulnerable
When it makes sense to include delisted symbols in your backtest
Deciding whether including them is a form of "requiring perfect data"
And much more...
-Dave
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