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I have
been trading mostly commodities and have developed a system that I'd like to run
against stocks as well.
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My
question involves stock splits and stock dividends and capital gains. My
data vendor is CSI and they include an option in their Historical Stock
Adjustments settings that allow for adjusting for stock splits and also for
stock dividends and capital gains.
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What
have you found to work well with dealing with these issues? I haven't dug
too deeply into this yet, but I'm thinking I might have to use the data from the
most recent split and go forward. This requires constant monitoring of
when splits are occurring. This isn't a big deal on a few stocks but I am
running the system on the 500 stocks that make up the S&P
500.
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class=840170312-19012001>Thanks,
<SPAN
class=840170312-19012001>Tim
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