What program do you use for your tests?
For for my tests I primarily use AmiBroker. I sometimes use Excel and MySQL.
Where do you get your data?
Currently, I subscribe and recommend Premium Data from Norgate Investor Services. As a subscriber to their existing service, I have access to Norgate’s beta testing program for “NDU”, which is a new platform under development and due for commercial release in the second half of 2017. References below are specifically to NDU, which provides many features not available in the existing service.
5/25/2017: Norgate has closed the beta program at this time. They are aiming for public release in “mid-2017”
Is the data survivorship bias free?
Are dividends and capital gains included?
The data has been adjusted for dividends and capital gains..
Can you share your stock data?
I cannot per my license agreement with CSI Data and Premium Data.
Is your S&P500 stock data as it existed or only a snapshot of today?
The data is it existed in the past. No pre-inclusion bias.
Do you include commissions in your results?
Only in portfolio tests. For portfolio tests, I use $.01/share for commission & slippage.
What interest rate do you use for cash?
I use the 3 month T-bill rate.
Can you share your code?
The code would not be of use without the data. If you have specific AmiBroker coding questions, send them to me and I can try and answer them.