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Missing split adjustment?

SAN Missing split adjustment?

4 responses

Is there anybody who can fix it?

Hello Vlad,

I checked on this one. We had an open bug on SAN that is in the works. The fix is in, but is being tested before shipment. It's being processed in the same way as the data problems discussed here.

The problem in this case is a split being applied that shouldn't be. It's not clear how that happened originally. I believe it was a bad symbol/exchange mapping in the past.

Dan

Dan

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Vladimir -- We have just fixed the data issue you saw. If you re-run your backtest, you should see correct data now. Please let me know if you do not.

Tristan -- You are correct; there should be no split for SAN. Somehow, a split was misattributed to SAN and that has now been removed.

Thank you for reporting this!
James

Disclaimer

The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.