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This is because stock prices are an amalgamation of prices coming from multiple different exchanges. It’s best to use the right frequency data for your strategy. There can also be some difficulty in backtesting high frequency trading strategies with low frequency data which I have talked about previously. The next step is to get hold of some good quality data with which to backtest your strategies. If you don’t have good data, then any analysis you do is going to be flawed. Fortsätt läsa Using Calendar Trading And Spread Option Strategies