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Apr
15
comment Forward Adjusting Stock Prices?
@bill_080: thank you. the need to re-calculate all data is exactly what I want to avoid. Because in such a case, 'past' indicators / calculations become meaningless when you back-adjust. forward adjusting keeps everything in-tact, although, as you say, the 'price' is not the actual traded price. I have the same question regarding 1-min intervals forward adjustment, and hot it will / should influence the correctness of end-of-day figures. I will ask it as a separate question, pointing to this one as a reference. thank you.
Apr
15
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Apr
15
comment Forward Adjusting Stock Prices?
@bill_080: thank you. so it appears from your example that my forward adjusting method does work in all situations (including splits / dividends). do you see any situations where it won't work? any pitfalls?
Apr
15
accepted Forward Adjusting Stock Prices?
Apr
15
comment Forward Adjusting Stock Prices?
@bill_080: yes, I meant "print close".
Apr
15
comment Forward Adjusting Stock Prices?
@bill_080: thank you. My question is this: suppose that on interval = 6 the stock splits 3-for-1. and say that the return from interval 5 to interval 6 is given to us. Do you agree that this method of adjusting the prices forward would still be valid? same story when there's an X-dividend: if we have the return (from date x to date x+1, where the X-dividend takes place), do you agree that this method of forward adjusting would still hold true?
Apr
15
comment Forward Adjusting Stock Prices?
@bill_080: this is a general question on how to best forward adjust stock prices; obviously, the actual calculations will be done programatically (using a language such as c++/ python etc). the key is how do you forward adjust stock prices?
Apr
14
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Apr
14
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Apr
14
revised Forward Adjusting Stock Prices?
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Apr
14
asked Forward Adjusting Stock Prices?