Tag Archives: dividend-adjusted data

Adjusted Vs. Unadjusted Data In Trading Strategy Development

The choice of data series to use in trading strategy development may impact results significantly. In this article we investigate the impact of dividend-adjusted data in the case of three strategies developed by DLPAL. It is shown that the choice … Continue reading

Posted in Quantitative trading | Tagged , , , , , | Leave a comment

Chaos in Technical Analysis and Backtesting – Part IV: Examples

Although based on the emails I receive it appears that technical traders are highly concerned about the differences that emerge from the choice of price series, i.e. whether they are adjusted for dividends and splits in the case of stocks or for … Continue reading

Posted in Technical Analysis | Tagged , , | Comments Off on Chaos in Technical Analysis and Backtesting – Part IV: Examples