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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. ...


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 ...


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 ...


Use DVD_HIST_GROSS_WITH_AMT_STAT. It includes normal and abnormal dividends,stock dividends, stock splits, rights, and spinoffs.


I don't think you'll find a Bloomberg FLDS event to get all upcoming corporate actions. But using the terminal you can use CACS<GO> to get a list of all upcoming corporate actions for a particular ticker. I'm not sure if you can do the same whit an equity screen EQS.

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