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Q: How do strategies deal with corporate actions? A: Very carefully. Jokes aside, it is not trivial, and the answer depends on what you want to do with the data. Yahoo provides adjusted stock prices/returns for splits/mergers/dividend, as explained by Shane. The resulting time series is not very useful for predictive and risk management purposes. ...


5

You can take a corporate action and look at a price before/after the event. In general, this simply means applying a series of multiplicative or additive factors. As an example, with a $2:1$ stock split, the price following the event will be $1/2$ what it was prior to the split. If you want to see the prices as they were before then you need to multiply ...


3

It appears like you're asking for steps on how to process large datasets. The best solution for handling/processing/filtering these things is a relational database. I use MySQL or Oracle most of the time. Here is something that I usually do: Lay down all your data in one sheet/table (make sure you have a column for date, and another unique identifier ...



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