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For backtesting, you need to use the "adjusted close" with Yahoo data to
avoid the big gaps. That's the close backadjusted for splits and
dividends. Here's how a recent split and dividend look for MSFT.
Yahoo Web Table (makes a note of splits and dividends):
Date Open High Low Close Volume Adj Close*
19-Feb-03 24.82 24.88 24.17 24.53 46,902,700 24.53
19-Feb-03 $ 0.08 Cash Dividend
18-Feb-03 24.62 24.99 24.40 24.96 57,415,500 24.88
18-Feb-03 2 : 1 Stock Split
14-Feb-03 47.25 48.50 46.77 48.30 45,223,200 24.07
Downloaded .csv file (same numbers, no notes):
Date Open High Low Close Volume Adj. Close*
19-Feb-03 24.82 24.88 24.17 24.53 46902700 24.53
18-Feb-03 24.62 24.99 24.40 24.96 57415500 24.88
14-Feb-03 47.25 48.50 46.77 48.30 45223200 24.07
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Dennis
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