CELG.US Equity price is chaotic, leading to abnormal returns during backtest

xuch0013 · September 30, 2020, 10:24pm

from 2015 to 2017, the price of CELG.US Equity fluctuate drastically. Is there any way to correct the price during portfolio backtesting? For now, I just exclude it from portfolio.

reiyun · September 30, 2020, 10:50pm

Hi Xuch0013,

we have fixed the bb live field of CELG.US Equity. Thank you very much.