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Greetings: Ran across an interesting problem with Genesis (maybe other data
providers too). Seems that with the bonds conversion from 8% to 6% coupon,
continuous data which, have used the back adjusted method, will cause some
prices to go negative. This, of course, will play havoc with TS and result
in back testing purgatory.
Genesis alerted its customers to this situation, so a pat on the back for
them.
Regards, Jack.
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