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I've been creating
industry and sector composites with my new QP3 data and a<SPAN
class=546384301-02122003> few issues
have up, stock splits and public holidays.
Should we be creating
composites with data that has been adjusted for splits?
If not then what is the best
approach with Quotes Plus data?
Public holidays seem to
have a small effect on composites. When referenced in
a weekly periodicity on a chart they appears to jump down for the
week. Usually the number of stocks traded for industry 'A' over
the week might be 55 * 5 = 275 but on a holiday it's 55 * 4 = 220. I'm not
sure how this is going to effect all my screenings
etc.
Many thanks,William
Peters<FONT
size=2>www.amitools.com
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