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Hello everyone, I've been trying to build a strategy around small cap stocks that are less liquid (hopefully there's less competition), but I ran into some problems.
I used alphavantage as my data source, and sometimes information about these smaller stocks will have intervals where they are just missing. I'm losing trust over this data source, but I'm also not sure how I can find and verify a data source without manually checking too many stocks.
Another problem is that I'm worried about slippage and other problems in the real world that may come from the lack of liquidity. Any suggestions on how I can include this into my strategy/back testing?
Many thanks!
that are less liquid (hopefully there's less competition),
wut?
less buyers and sellers = less ability to get in and out at the price you prefer
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- 10 months ago
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