QUANTCONNECT COMMUNITY
| Ticker | NDX |
| From | 2022-01-28 12:00:00 |
| To | 2022-11-30 12:00:00 |
| Security Type | Equity |
| Market | USA |
| Resolution | Minute |
| Status | Waiting Review |
I'm not sure why index isn't an available option in the "Security Type" section so I just put Equity.
The issue is, NDX data is 1 hour ahead of all other assets during backtests, which causes it to have a major look-ahead bias.
For example, the NDX 11:00 am EST close price is received by the algorithm at 10:00 am EST while the algorithm time step is at 10:00 am EST.
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Li Cheng
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 QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect 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. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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