Data-Engineering on Viet Hung Vuhttps://viethungvu1998.github.io/tags/data-engineering/Recent content in Data-Engineering on Viet Hung VuHugoen-usSat, 30 May 2026 09:00:00 +1000Market Data Cleaning Noteshttps://viethungvu1998.github.io/posts/market-data-cleaning/Sat, 30 May 2026 09:00:00 +1000https://viethungvu1998.github.io/posts/market-data-cleaning/<p>Market data cleaning is not a boring preprocessing step. It is part of the research problem.</p> <p>Bad timestamps, missing prices, duplicated rows, split adjustments, survivorship bias, and inconsistent symbol histories can all change the conclusion of a strategy test.</p>