Why is the "is_liquid" dataset flawed?
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Dear Quantiacs Team, why is the "is_liquid" dataset flawed?
Especially in the first years, the sum of liquid assets just drops to zero (for one day!) several times. Some investment strategies, I backtested, are screwed up by this issue. These strategies have a certain time dependency and are just reset to zero from one day to another.
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Dear Eddiee, thank you, can you let us know the starting date of your plot? So we can check better what went wrong. Even better, if you know the set of dates where this happens, we can check.
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@eddiee It is fixed, sorry for the problem.
