Displaying 1 result from an estimated 1 matches for "aapl_a".
2018 Mar 15
1
Adjusting OHCL data via quantmod
...the raw close data from Alpha Vantage,
#the middle column is the raw Alpha Vantage close column manually adjusted
#for splits and split-adjusted dividends, and the last column is the
adjusted close column returned by Alpha Vantage
#Adjust all data for splits, and split-adjusted dividends (I think)
AAPL_a <- adjustOHLC(AAPL, use.Adjusted = TRUE)
head(AAPL_a)
###
Two questions:
-1. Am I interpreting these adjustments correctly?
-2. What adjustment method minimizes the difference between backtesting and
live-trading?
p.s., I expect there is no "correct" method for adjusting data. I'...