Questions regarding Survivor Bias-Free Data
BradKML opened this issue · 1 comments
BradKML commented
- How is it that the S&P 500 closely mirror the SBF index?
- What types of portfolio backtesting can be done with this data regarding growth vs value, or small cap vs large cap?
- Are there any correlations or decorrelations between stocks (as a graph)? https://www.algorhythmblog.be/2022/04/05/visualizing-multicollinearity-in-python/
BradKML commented
P.S. How can this be blended with https://github.com/robertmartin8/PyPortfolioOpt or https://github.com/dcajasn/Riskfolio-Lib to backtest blends?