Is there an easyish way to add a 2 day delay to all the fundamental values in my simulations but use the current price? Eg. For P/E use price from today but earnings from 2 days ago? Would I need to split it up or can I put the whole PE ratio in Fhist()?
I’ve read this is a good test to account for data delay updates (and I trade mostly small microcaps)
As far as I know, historical fundamental data in the P123 dataset is arranged based on the time it was included in the dataset, rather than the time it was published. This means that the delay caused by data providers' processing is already accounted for, and adding an artificial lag is not necessary.
As far as I know, historical fundamental data in the P123 dataset is arranged based on the time it was included in the dataset, rather than the time it was published. This means that the delay caused by data providers' processing is already accounted for, and adding an artificial lag is not necessary.
This is only true after mid-2020, when P123 started receiving data from FactSet. Prior to that, effective dates are estimated by delaying by one day from the announcement or filing.
Okay great, that's good to hear that's all accounted for. Thanks Yuval & DesireX