Backtesting Data Considerations

Now that we have a high level overview of backtesting, I'll discuss backtesting data considerations. We'll likely encounter data quality issues along the way and will need to identify and clean the data before use in the system. Below I discuss some of the issues and how I will solve them. In later posts I'll discuss data sources and data storage technologies. Finally, a potential data pipeline that automates the acquisition, cleaning and storing will be explored.
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