Experience of stock dividends and splits in simulation
Posted: Thu Feb 04, 2016 4:35 am
Hello out there all experience TB users.
I am in the process to set up historical simulation for stock system for SP500. I only traded futures for many years.
It is quite a work to set up a database with all listed and delisted stocks with splits and dividends and the historical compostion of SP500.
I have two questions:
1. How much does i affects simulation results if i do not use delisted, dividends, splits and historical composition of SP500?
2. Is there any ready database out there what is ready to buy and have reliable data?
Thanks for all input!
I am in the process to set up historical simulation for stock system for SP500. I only traded futures for many years.
It is quite a work to set up a database with all listed and delisted stocks with splits and dividends and the historical compostion of SP500.
I have two questions:
1. How much does i affects simulation results if i do not use delisted, dividends, splits and historical composition of SP500?
2. Is there any ready database out there what is ready to buy and have reliable data?
Thanks for all input!