I have an equity statarb strategy developed using
CRSP daily data. The strategy is always invested (long or short) in around 400 stocks. The
CRSP dataset has
CFACPR factors used to adjust the raw historical price and share information for splits, dividends, and other corporate actions like spin offs, rights, etc.
I am now working on the nuts and bolts of implementing this strategy using a Bloomberg data license for historical data and daily updates. I can use:
EQY_DVD_SPL_SPLIT_RATIO_NEXT EQY_DVD_SPL_EX_DT_NEXT EQY_DVD_CASH_EX_DT_NEXT EQY_DVD_CASH_NET_NEXT
To find the sizes and dates of upcoming splits and dividends, but I don't have a way of looking up other upcoming corporate events. I would like to know how others have dealt with upcoming corporate events.