Share New Research 
Just an notice -- we changed the pricing to use adjusted pricing. This gives continuity of pricing makes it much easier for indicator calculations, and means you don't need to adjust the stock price for splits and dividends.
However also it means the fee calculations may be slightly off -- e.g. In 1999 an Apple share was $60, so purchasing $6,000 worth would give you 100 shares. With Interactive Brokers fee model this equates to a $1 fees per order. The adjusted price in 1999 was $15, which would give you 400 shares for $6,000 and the fee would be $4.
Its a small trade off but worth while in our opinion! Feel free to give us feedback here if you'd like the raw price.
Alexandre Catarino
Jared Broad
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.
Nicholas Stein
Nicholas Stein
Stephen Hyer
Has this issue been resolved yet? I'm getting skewed backtest data from instruments that reverse/split often. How can I use adjusted data for my indicators and the point-in-time data for the backtest?
Jared Broad
From the link above you can see it was closed as there's no community demand and it would cost a relatively heavy impact on the backtest speeds.
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.
Laurent Crouzet
"there's no community demand and it would cost a relatively heavy impact on the backtest speeds"
>> If that is used by everyone on every backtest: for sure!
But what about being able to adjust manually if needed, maybe using another parameters for this purpose?
Jackson Dude
I want to back test algo's on products that have many resverse splits. This causes a problem with the minimum trade size being massively over inflated.  This totally massess up the P/L for any kind of backtesting on these products.
Personally what i want is Adjusted Pricing to run indicators off. Unadjusted pricing to run trades off and a database of Adjustments (Set Value Based Price Changes like Dividents) and Corporate Actions (Ratio  Based Price Changes like Splits and Reverse Splits). This way I am trading on real world numbers and real world quanties. I can code in the effect of Adjustments and Corporating Actions into my Strategy if I have a possition open at the TIME of the event. The reason time is in capitals is because you need the exact time the Adjustment or Corporate Action event effect the market. Also the database needs to include the type of event becase different staregies are treated dirrererntly on the P/L and from a Tax perspective.
The reason a Price Factor is not enough is it is missleading and does not have sufficent information to do complex strategy on some products. Also trading Options with just a PriceFactor adjustment would be missleand and the options greek will be wrong.
For beginners Adjusted Prices make life easy. But if you want to be accurate and know your strategy is truely sold you need unadjusted pricing and database of Adjustments and Corporate Actions. The last thing any Quant wants is the strategy to fail on a live account after extensive back test. Becase the back texting number were adjust and unadjusted real live number cause the strategy to behave in a unexpected way.Â
One of the many reasons I quit TradeStation is because they use adjusted historical data. I hope I do not have the same frustrations here.
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Jared Broad
This is an old thread; adjusted pricing is now optional and switching to raw is one of the first things taught in BootCamp. Check it out!
https://www.quantconnect.com/docs/algorithm-reference/initializing-algorithms#Initializing-Algorithms-Selecting-Asset-DataÂ
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.
Jared Broad
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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