I'm exploring a yield curve steepener trade (short 10-year and long 2-year treasuries), however there's no data until well into the previous recession and there seems to be some data anomaly that causes the algorithm to go down 2291% not long after. Anybody have any ideas what I can do to get a longer backtest out of this? Thanks :)
Dominik Dario
The margin call that terminates the algo doesn't show up here, but it's a nice big red candle :)
Jack Simonson
Hi Dominik,
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Really sorry about the long wait.
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I have opened a Data Issue, since there is a suspicious close/low that set the portfolio value below zero. We are going to look into it.Â
Dominik Dario
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