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Backtesting against Quandl YAHOO/INDEX_SPY from 1950

Hi,

I am trying to create an environment so I can backtest low frequency strategies all the way back to 1950. Quandl does have data on SPY from 1950, but is it possible to do mock trades on it? I am more than happy with only a daily resolution and does not need any more precision than that.

I tried to change the example algorithm from "How Do I Import Quandl Data" to do buy and hold from 1950. But the result is the buy time is shifted to 1993 instead? Please advise. Thanks!

Regards,
Howard
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That symbol on Quandl only has data going back to 1993-01-29. If you click on "TABLE" near the top right of the CHART you'll be able to view the actual data.

This seems consistent with your results.
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My Bad. I think what I wanted to do is to backtest with YAHOO/INDEX_GSPC instead. With the updated code to use YAHOO/INDEX_GSPC, I get nothing at all...
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My bad, I spot my problem. I didn't also change _quandlCode to YAHOO/INDEX_GSPC. It now works.! Awesome. Thanks!
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Nice work Howard -- for others who arrive here; this is the working project -- backtesting daily S&P500 since 1950
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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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