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30 views

Design models using adjusted or unadjusted stock prices (time series prediction)?

I'm creating a predictive model for closing price of stocks (using neural network and support vector machines.). Is it appropriate to use adjusted prices or unadjusted prices for this prediction ...
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11 views

How we can use adjusted price in combination with price limit in a stock market?

How we can use adjusted price in combination with price limit in stock market? suppose that we have a price limit in a stock market. For example if yesterday last price is ...
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85 views

Adjusted option prices?

I am trying to calculate IV of options for a ticker over the last 10 years. Problem is that some option prices don't make sense (for example, closing price \$31.94, but 30-day call option with 18 days ...
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19 views

How was the adj.close for RIG calculated after Transocen - GobalSantafe merge

Yahoo's algorithm for adj.close calculation is pretty clear, as explained in the link. Said that, however, the values for RIG till 2007-11-26 don't follow such rules, as shown here. Indeed, if one ...