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bio website marcuswhitworth.com
location London, United Kingdom
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visits member for 1 year, 7 months
seen Feb 15 at 9:45

Jun
28
awarded  Notable Question
Oct
21
awarded  Popular Question
Feb
6
comment Daily returns using adjusted close
@chrisaycock Fair point... seems I really do need to find another - hopefully reliable, but at minimum independent - source for my data. I'll look at the paid providers you mention above (I don't mind paying a bit), but if you know of other reasonably priced providers of historical data please let me know! Thanks.
Feb
6
awarded  Editor
Feb
6
comment Any known bugs with Yahoo Finance adjusted close data ?
I've been more recently dealing with Yahoo data issues on this question. Seems Erwin is correct in his summary - you can't trust any one source implicitly!
Feb
6
revised Daily returns using adjusted close
added note
Feb
6
comment Daily returns using adjusted close
@JoshuaUlrich, Google finance also lists a split in 2006. Surely they can't both be wrong...
Feb
5
comment Daily returns using adjusted close
Good info - thanks. Some useful stuff to keep in mind!
Feb
5
comment Daily returns using adjusted close
Thanks, makes sense - and is nice to know my understanding isn't fundamentally wrong! It's as if they split the AdjClose instead of the Close, but even that doesn't fully explain it. There doesn't seem to be any easy way of getting details of all corp actions from a reliable provider, so I guess I'll have to keep an eye out for such anomalies!
Feb
5
awarded  Scholar
Feb
5
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Feb
5
accepted Daily returns using adjusted close
Feb
4
awarded  Student
Feb
4
comment Daily returns using adjusted close
I read that, and I think I understand it, but it still doesn't clear it up for me. His last paragraph says to use AdjClose for daily return calculations to avoid unrealistic gaps, but as outlined above, that's exactly what I am getting! A 400% return screams BUY when in fact its not.
Feb
4
asked Daily returns using adjusted close