Reinvest Dividends - Trading Software

Reinvest Dividends

swalk10
2014-09-21 16:33:10

Adjusted close data is the typical default analysis method to capture dividend impact on the value of an asset. It has a # of reasons while this is not ideal.
A better analysis approach would be to simulate reinvesting the dividend into addition shares (reinvest data analytically captures the market behavior better on X-Dividend date rather than the cash receipt payment date).

Assuming I already have the dividend data organized properly in a custom database,
would you happen to have an example AMM script structure that I could start with that handled the automatic share reinvestment?

Thanks very much!

QuantShare
2014-09-22 06:47:27

Yes, we do have such script. Please check: Reinvest Dividends in Your Trading System

Reinvest Dividends in Your Trading System (by QuantShare, uploaded several months ago)

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