Share New Research 
A universe selection based algo I made for 2016 would seem like the best algo ever, achieving 10000% in 2016 or so. Upon closer inspection, certain data is very suspicious. I suspected splits initially but after trying to look them up I don't think they are the cause. Example case:
2016-02-09T14:31:00Z,TVIX,11.825,-25,Market,3,-295.625,
2016-02-10T14:31:00Z,TVIX,269.75,-99,Market,3,-26705.25,
So for some reason, in the QC data, TVIX jumps from 11.825 to 269.75. There was *supposedly* a 1 for 25 split 08/09/2016, but that's a different date.
I'm trying to figure out because this is completely taking my backtest results into fantasy land.
Petter Hansson
Oh, and there are probably like at least 10-20 more cases like this in top 200 by dollar volume in 2016 I think...
Petter Hansson
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.
To unlock posting to the community forums please complete at least 30% of Boot Camp.
You can continue your Boot Camp training progress from the terminal. We hope to see you in the community soon!