Adjusted for stock splits
#4
by mtygesen - opened
Would it be possible to get the data adjusted for stock splits?
Sure, but the split will mostly be on a new dataset repo. Let me see what I can do.
@mtygesen meanwhile you can create a crude script that detects overnight price drops of >=1.9x and classify that as a "split" and rescale the prices by the ratio rounded to the nearest integer. I've done this myself and the ratio always comes down to be an integer +-5% (since there are minor real price fluctuations). Theoretically, this would misclassify cases where there is an actual > 50% drop of a ticker overnight but I dont think that has ever happened for mid-to-large cap stocks at least.