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Hi,
I'm backtesting a very simple strategy that shorts YANG with a certain weight daily. On 03/24/2016, the ticker had a reverse split, which to my understanding shouldn't affect the overall return, but I am erroneously generating a large profit on that day.
Upvote
Hi Edinson,
We were unable to reproduce the issue. See the attached backtest for reference. For further assistance, please attach the full notebook so we can reproduce the problem.
Best,
Derek Melchin
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