Recent content by trapezoid

But how does one know if the 'adjustments are small enough' without the original revisions? Yes any revisions would technically invalidate the backtest, but so what then? give up on the indicator? I'm looking for practical advice from anyone who has dealt with this issue. Do they use...

Yes I know that several countries release their numbers in a few stages, and that is another problem that is hard to deal with - unless you have a full database of the original revision data. Anyway, GDP is just one example, I'm interested in how generally to deal with seasonal adjustment which...

Hi Does anyone have any advice on seasonal adjustment in economic data and how it affects backtesting algos? For example, if you take the 'latest' time-series of GDP, the seasonal adjustment smoothing applied to the data will mean a certain 'lookahead' in the data. Do people normally ignore...