Why Ticker Symbols Break Your Dataset
When each symbol last printed a daily barranking ·
2026-08-22 · 6×3
New listings landing on a symbol that already had historyranking ·
2026-08-22 · 11×3
Which share-class spellings actually carry historyranking ·
2026-08-22 · 4×4
Trading sessions per year under FB and METAranking ·
2026-08-22 · 15×3
Volatility Targeting for Position Sizing
SPY realised volatility by month against a 10% targetseries ·
2026-08-22 · 72×4
What the lookback window costs in daily turnover (SPY, 10% target, 2x cap)ranking ·
2026-08-22 · 4×4
One 10% risk budget, six names, six different weightsranking ·
2026-08-22 · 6×4
Weekly realised volatility and the weight it implied, Nov 2019 to Apr 2020series ·
2026-08-22 · 25×4
Survivorship Bias in Stock Data, Explained
Survivors-only average vs whole-cohort average, by starting yeartable ·
2026-08-22 · 7×6
Symbols relisted under a new issuer after a long silenceranking ·
2026-08-22 · 5×4
Symbols that printed a final daily bar, by yearranking ·
2026-08-22 · 10×3
The January 2019 universe, grouped by what happened to each nameranking ·
2026-08-22 · 9×4
How split-adjusted price history works
Split multiples for large US stock splits since 2020ranking ·
2026-08-22 · 10×3
Dollar volume and daily range across a large forward split (NVDA, 2024)series ·
2026-08-22 · 19×4
Dividend adjustment factors on every KO ex-date since 2019series ·
2026-08-22 · 30×4
Is the price file already adjusted? The pre and post close quotientranking ·
2026-08-22 · 10×3
h5i-db: Point-in-Time Data for Backtests
Stock splits taking effect each quarter, forward and reverseseries ·
2026-08-22 · 16×3
When market headlines publish, by New York clock hourranking ·
2026-08-22 · 24×2
How long 13F holdings filings take to reach the publicseries ·
2026-08-22 · 16×3
Days between a dividend declaration and its ex-date, by monthseries ·
2026-08-22 · 24×3
Bootstrapping Backtest Confidence Bands
Variance ratio by block length: does SPY variance scale like independent draws?ranking ·
2026-08-14 · 7×3
One position, one year at a time: SPY annualized Sharpe by calendar yeartable ·
2026-08-14 · 14×5
Measured Sharpe dispersion across non-overlapping SPY windows, 2006 to 2025table ·
2026-08-14 · 5×6
Lag-one autocorrelation: signed returns against absolute returns, 2016 to 2025ranking ·
2026-08-14 · 6×4
Self-Hosted A-Share Quant Workbench, Explained
The twelve biggest forward stock splits on US listings, 1 January to 13 August 2026ranking ·
2026-08-13 · 12×3
What crossing the spread costs: average quoted spread, six US listings, midday 17 June 2026ranking ·
2026-08-13 · 6×2
How far the price travels inside one minute: KO, by New York clock time, 17 June 2026series ·
2026-08-13 · 18×2
Pairs Trading and Cointegration Explained
Weekly z score of the KO/PEP spread, hedge ratio fitted on 2023 onlyseries ·
2026-08-13 · 105×2
Where the KO/PEP spread sat twenty sessions later, by starting z score (2019-2025)ranking ·
2026-08-13 · 6×4
Daily-return correlation vs price-level correlation, five familiar pairs (2024-2025)ranking ·
2026-08-13 · 5×3
Hedge ratio refitted each calendar year, two sector pairsranking ·
2026-08-13 · 7×3
How to Estimate Queue Position From L2 Data
How AAPL prints break down by trade size, June 10 2026ranking ·
2026-08-12 · 5×3
Average quoted spread and time at a one cent spread, midday June 10 2026ranking ·
2026-08-12 · 6×3
Top of book messages against prints on the tape, AAPL, June 10 2026series ·
2026-08-12 · 8×4
The best bid and the price levels it visited, AAPL, 15 minute bucketsseries ·
2026-08-12 · 24×3
The January Effect: Does It Still Work?
SPY share volume around the turn of the year, averaged since 2011ranking ·
2026-08-11 · 19×3
Distinct symbols printing at least one session, by yearranking ·
2026-08-11 · 20×2
The tape by average dollar volume, June 2026ranking ·
2026-08-11 · 5×3
Every January on the daily tape, in trading sessionsranking ·
2026-08-11 · 23×2
How Continuous Futures Contracts Are Built
Options volume by time left to expiry, AAPL, April to June 2026ranking ·
2026-08-10 · 5×2
KO quarterly dividend in cents and as a percent of the share price, 2016 to 2026series ·
2026-08-10 · 42×4
How OHLCV Bars Are Built From Ticks
Odd lot share of prints and of volume, minute by minuteseries ·
2026-08-08 · 15×4
How many of the 390 session minutes each US symbol traded inranking ·
2026-08-08 · 10×2
Trade condition codes that restrict high, low, and lastranking ·
2026-08-08 · 7×3
SPY volume by minute into the close, June 10 2026series ·
2026-08-08 · 25×3
One-minute AAPL bars rebuilt from individual trades, June 10 2026series ·
2026-08-08 · 15×6
Reproducible Backtest in Python, No API Key
A 20/50 moving-average crossover on SPY, year by year, against holdingranking ·
2026-08-06 · 9×4
The same 20/50 rule on five liquid names, 2021 through 2025ranking ·
2026-08-06 · 5×4
Same rule, prior-session signal against same-session signal, SPY by yearranking ·
2026-08-06 · 9×4
What Is Maximum Drawdown? Depth vs Recovery
Same fund, five lookback windows: SPY maximum drawdown by sample length to July 31, 2026ranking ·
2026-08-05 · 5×3
Completed SPY drawdowns since 2016: depth, days falling, days climbing backtable ·
2026-08-05 · 8×5
SPY underwater curve: month end close against its running peak, 2016 to 2026series ·
2026-08-05 · 127×2
Maximum drawdown against annualized volatility: eight large caps, five years to July 31, 2026ranking ·
2026-08-05 · 8×3
Can an AI Trading Track Record Be Verified?
Median quoted spread and the cost of a $25,000 round trip: midday hour, July 15, 2026ranking ·
2026-08-03 · 6×3
SPY holding-period outcomes since 2015: 5th percentile, median, 95th percentiletable ·
2026-08-03 · 4×7
How far SPY travels from its opening print, by ET half hour, first half of 2026series ·
2026-08-03 · 13×3
Six US index funds, identical window: price return, January 2 to June 30, 2026ranking ·
2026-08-03 · 6×3
Does Sell in May and Go Away Work?
Growth of one dollar: holding all year vs holding only November through Aprilranking ·
2026-08-03 · 21×3
The seasonal gap by era: average half-year returns and the spread between themtable ·
2026-08-03 · 3×6
S&P 500 tracker: May to October vs November to April, season by seasonranking ·
2026-08-03 · 21×3
Average S&P 500 tracker return by calendar month, May 2005 through April 2026table ·
2026-08-03 · 12×5
SPY distributions by ex-dividend month: inside the May to October window vs outside itranking ·
2026-08-03 · 19×3
Learn Quant Trading From an Open Source Book
Twelve months of daily moves: annualized volatility and worst session, eight namesranking ·
2026-08-02 · 8×3
US tickers trading in a June week, and how many still traded in June 2026ranking ·
2026-08-02 · 11×4
Average quoted spread by ET half hour: AAPL and KO, Friday July 17, 2026series ·
2026-08-02 · 16×3
Average distance from one session's close to the next session's open, monthlyseries ·
2026-08-02 · 24×4
Multi-Agent AI Trading Systems: What Is Real
The window decides the answer: SPY calendar-year price return and intra-year high-to-low range, 2016-2025ranking ·
2026-07-31 · 10×4
Where the money trades: US dollar volume by liquidity rank tier, regular hours, June 30 2026ranking ·
2026-07-31 · 5×4
How big a typical session is: SPY close-to-close moves by size band, calendar 2025ranking ·
2026-07-31 · 5×3
The cost floor: median quoted spread in basis points of the midpoint, regular hours, June 22-26 2026ranking ·
2026-07-31 · 6×4
Look-Ahead Bias: The Backtest Killer
Survivorship in the universe: names trading each year, share still listed in July 2026, and median returntable ·
2026-07-31 · 10×6
Same-bar decision vs a one-session lag: SPY, average session gain, 2016-2025table ·
2026-07-31 · 10×5
The hindsight ceiling: SPY buy and hold, the same year without its biggest up days, and perfect one-day foresighttable ·
2026-07-31 · 10×5
When each symbol last printed a daily bar
When each symbol last printed a daily bar
| ticker | last_print_label | days_since_last_print |
|---|---|---|
| TWTR | Oct 27, 2022 | 1395 |
| ABMD | Dec 21, 2022 | 1340 |
| ATVI | Oct 12, 2023 | 1045 |
| VMW | Nov 21, 2023 | 1005 |
| SGEN | Dec 13, 2023 | 983 |
| AAPL | Aug 21, 2026 | 1 |
the exact SQL behind every number
SELECT
ticker,
formatDateTime(max(date), '%b %e, %Y') AS last_print_label,
dateDiff('day', max(date), today()) AS days_since_last_print
FROM global_markets.stocks_daily_aggs
WHERE ticker IN ('ABMD', 'TWTR', 'ATVI', 'VMW', 'SGEN', 'AAPL')
AND date >= '2014-01-01'
GROUP BY ticker
ORDER BY days_since_last_print DESC
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