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Backtests inaccurate for short selling

All of the past three attempts of short sells in live trading (through IB) failed because 'security could not be located'.

Backtesting the same trades have these trades go through.

I understand how this might be difficult to model. But the implication is quite dire - backtests of any strategy involving short selling will be off by a lot.

1 response

Thank you for posting your experience. This type of information is very useful to others who are considering making the jump from bactesting to live trading.
Have a good day.