Using Yahoo finance for backtesting

Discussion in 'Forex Trading' started by almostelusive, Mar 30, 2008.

  1. has anyone any experience of how valid the EOD data on the Yahoo historical is ?

    Is there much corrupted data ?
    Is it safe to use for back-testing ?
  2. feanen


    I know that their DJI data is wrong. At least the highs and lows. I believe that they are calculating the highs and lows by looking at the highs and lows of all the component stocks, which will only be correct when all the stocks had their high (or low) at the same moment. I think the individual stock data is fairly accurate, but I have not compared much of it to other sources.