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Bjerg Strand posted an update 1 year, 3 months ago
backtest represents the most granular form of financial market information, capturing every individual change in value, volume, and time for a particular asset. Unlike traditional aggregated data such as minute, hourly, or daily bars, mark data records each and every trade and quote update simply because it happens in real-time. This kind of detailed information is crucial for traders, quantitative experts, and institutions seeking to get an edge through advanced stats and precise market time.