Data adjustment question

classic Classic list List threaded Threaded
1 message Options
Reply | Threaded
Open this post in threaded view

Data adjustment question


I've searched the archives and googled around and haven't found an answer
to what seems like a basic OHLC data adjustment question.

It seems there are 5 options for adjusting data via quantmod:
1. For splits only
2. For non-split adjusted dividends only
3. For split adjusted dividends only
4. For both splits and non-split adjusted dividends
5. For both splits and split-adjusted dividends.

Option 5 makes the most intuitive sense to me, but I'm not sure. Is option
5 the usual method used for adjusting data for backtesting? Thanks

        [[alternative HTML version deleted]]

[hidden email] mailing list
-- Subscriber-posting only. If you want to post, subscribe first.
-- Also note that this is not the r-help list where general R questions should go.