Back Test: split-adj only or split+dividend adj prices

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Re: Back Test: split-adj only or split+dividend adj prices [Re: SBGuy] #477069 05/15/19 05:34 05/15/19 05:34
Joined: Apr 2008 Posts: 598 Austria Petra Support
Petra Support Joined: Apr 2008 Posts: 598 Austria	I think split-only is not very realistic because dividend unadjusted prices rise before the dividend date and drop afterwards and this gives artifacts in the backtest.

Entire Thread
Subject	Posted By	Posted
Back Test: split-adj only or split+dividend adj prices	SBGuy	05/15/19 00:45
Re: Back Test: split-adj only or split+dividend adj prices	Petra	05/15/19 05:34
Re: Back Test: split-adj only or split+dividend adj prices	SBGuy	05/15/19 15:28
Re: Back Test: split-adj only or split+dividend adj prices	kankan	05/15/19 16:08
Re: Back Test: split-adj only or split+dividend adj prices	SBGuy	05/15/19 16:58
Re: Back Test: split-adj only or split+dividend adj prices	SBGuy	05/15/19 19:46

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