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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: 586
Austria
Petra
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Petra
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Joined:
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Posts: 586
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.
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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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Petra
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