Not logged in
Viewing 2 posts - 1 through 2 (of 2 total)

Forums>StrategyQuant>General Discussion>Import "adjusted close"

  • #236385 |
    Participant
    1 Posts

    Hello! Completely new to this program here so apologies if this is not on-topic. Downloaded the trial today.

    I’m trying to import SPY ETF data to build a short strategy against it.

    As you might know, SPY pays dividend so in my CSV file I have both “close” and “adjusted close” column. I also have a “dividend” column, which was used to compute “adjusted close”. Unfortunately, there’s no option to import either the adj close nor the dividend (only one of them would suffice, as long as QS can compute adj close alone: if it can’t, then my adj close would be fine as well).

    Doesn’t really makes sense to build a short strategy without considering dividends: any way I can import this data as well?

    Many thanks!

     

    #236427
    tomas262
    Administrator
    1823 Posts

    Hello,

    thanks for your post. This is currently not supported but surely something that could be added in future into StrategyQuant. I will make a request for this into our system.

Viewing 2 posts - 1 through 2 (of 2 total)

You must be logged in to reply to this topic.