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It's a basic rotation strategy - so, it is in the market at all times,
and generally holds from 1-4 ETFs. So, it is likely that, at a few
times, I'll be holding an ETF as they pay out a dividend.
I'd like to add this dividend to the strategy to understand what the
actual total return looks like - but my concern is that if I'm
factoring the gains into because I'm using an adjusted close, I
probably shouldn't be using the dividends in my calculations.
Alternatively, I could use the raw returns and then add in the dividend.
Any thoughts appreciated - thanks for your thoughts.
Damian
--- In amibroker@xxxxxxxxxxxxxxx, "brian_z111" <brian_z111@xxx> wrote:
>
> Hello Droskill,
>
> You don't say what your strategy is or exactly what info you want or
> how you want to use it.
>
> Strategies based around div day would be interesting to look at - maybe
> a few specialise in it and can be successful with it.
>
> Also, it is handy to know which stocks are on, or near, ex div day but
> it would be difficult to get the exact dividend from Yahoo.
>
> You would have to import Raw and AdjClose and compare the difference to
> get the adjFactor (see the AmiQuote read me for details on using the
> format files to send the RawClose to the OI field).
>
> However, sometimes the factor would have been adjusted for splits so
> you will have to try to differentiate those days (maybe they are all
> round numbers so that could work).
>
> (I have thought about trying it myself to see how it works out).
>
> If you want to use it for trading, accuracy might be a problem.
> I have crosschecked a few Yahoo dividends by going to their records and
> then the homepage of the companies (a lot of companies keep a div
> record at their Homesite >> Investors page).
>
> For the US I found the ones I checked were accurate - for Australia
> they were hopeless.
>
> Good luck.
>
> brian_z
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "droskill" <droskill@> wrote:
> >
> > Hey all,
> >
> > I've been looking at adding dividends to a complete strategy - I was
> > curious what others thought of this. My basic approach would be to,
> > in using Yahoo data, to use the adjusted close for trading system and
> > then calculate the dividends on the days where I'm holding the stock.
> > The issue here is that obviously the adjusted close already uses this
> > data - so I was wondering what others were doing on this.
> >
> > Thoughts appreciated.
> >
>
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