Hi. please pahelp ang mahal lang kadi ng singil. wala sa contract namin na ganun yung rate ng water. sabi nung owner di daw sila nag connect sa water district para iwas daw tulo ? kaya naka refill nalang sila so ngayon water bill ko 700 pesos kasi naka 7 cubic meter ako. ano po kaya pwedeng gawin first month ko palang sa 6 months contract ko
spent a long time thinking my strategies decayed in live trading. turns out a chunk of the problem was that my backtests were built on bad options data and i was comparing live results against a fantasy.
the issues with most indian historical options data.
expired contract data has gaps, especially far OTM strikes near expiry. exactly the strikes adjustment strategies care about.
greeks in historical data are often recomputed with a different model than what you use live, so your backtest delta and your live delta dont match.
corporate actions and lot size changes arent always cleaned, so older data has silent discontinuities.
fills in backtest are assumed at LTP or mid, which ignores the slippage you actually eat live.
so you build a strategy that backtests beautifully on data thats subtly wrong, go live, and the gap looks like strategy decay when its really a data quality problem plus execution slippage you never modeled.
what i do now. validate the historical data before trusting any backtest. pull 6 months, look for gaps in the strikes i actually trade, compare historical greeks against my own computation, and model realistic slippage instead of LTP fills. boring work but it closed most of my backtest-to-live gap.
how are people here validating their options data before trusting a backtest? or is everyone just running on whatever their broker gives and hoping its clean?