CSI Stocks: Active/Inactive
Posted: Fri Jun 13, 2014 4:02 am
I recently built text files for the entire 26,000 US mutual funds in CSI's database and ran a test on the entire universe in a single test. TB just about coped with it: well done Trading Blox.
The bad news is that it is vital to know which are current and which are inactive and the disappointment is that CSI do NOT accurately label the mutual fund database. All mutual funds are marked "A". Same with Canadian stocks.
This wreaks havoc with any back test. I believe I can work around the problem but it is a large chink in CSI's armour.
The bad news is that it is vital to know which are current and which are inactive and the disappointment is that CSI do NOT accurately label the mutual fund database. All mutual funds are marked "A". Same with Canadian stocks.
This wreaks havoc with any back test. I believe I can work around the problem but it is a large chink in CSI's armour.