Drawdowns and Data
BZ
Bee ZeeJuly 12, 24 | Posted in general
Hi what data sources do you guys use for different ETF, and Mutual Data? Also are drawdowns calculated daily or monthly?
Thank You
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DS
Dmitry ShevchenkoJuly 12, 24
Hi, we use Eodhd as our main data provider for historical prices. Additionally, for some ETFs and mutual funds, we source data directly from issuers' websites when available.
Regarding drawdowns, they are calculated using daily historical prices unless you calculate them using your custom data with monthly prices.
BZ
Bee ZeeJuly 12, 24
Appreciate that you guys are using daily data, unlike other providers who try to hide stats, and stat pad portfolios and strategies using monthly drawdown data haha.
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