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Issue date for backtesting

Started by Peter, June 07, 2015, 11:00:00 PM

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brother7

With the impending http://www.lendacademy.com/bryce-mason-p2p-picks-direct-lending-investments/" class="bbc_link" target="_blank">shutdown of P2P-Picks, I've decided to go back and design my own filters for LC and Prosper using NSR.

My question: What range of issue dates do you guys use when backtesting on LC and Prosper?

My initial thought is to use 10/14/2008 (LC) and 07/15/2009 (Prosper) as the starting issue date, as those are the dates of SEC approval. Or perhaps I should choose a later date like 01/01/2010 to lessen the impact of the earlier years (the wild wild west years) of P2P.
For ending issue date, I'm torn between 07/01/2014 or 10/01/2014 to allow the younger notes to age and possibly default. Also, note that the current datasets include originations through 03/31/2015.

PS I primarily invest in 36-month notes.

Thanks in advance for any feedback.

NEW LOANS:   | 052.eth 0.000 Ξ | ludicolo.eth 0.200 Ξ | pineco.eth 0.299 Ξ | ALL