Question of the day:
You are studying a certain asset with OHLCV data.
You have two copies of the OHLCV data from two different, independent data sources (same frequency and time series length).
You notice on diffing between the two there are conflicts (maybe they disagree on open prices for 5, non-consecutive days).
How do you determine which one is right?
You are studying a certain asset with OHLCV data.
You have two copies of the OHLCV data from two different, independent data sources (same frequency and time series length).
You notice on diffing between the two there are conflicts (maybe they disagree on open prices for 5, non-consecutive days).
How do you determine which one is right?